Credit Suisse Results Presentation Deck
Currency mix & Group capital metrics
40
Group
Wealth Management
Investment Bank
Swiss Bank
Asset Management
Adjusted Credit Suisse Group results
Net revenues
Total expenses¹
Net revenues
Total expenses1¹
Net revenues
Total expenses¹
Net revenues
Total expenses¹
Net revenues
Total expenses¹
4Q22 LTM
in CHF mn
15,164
16,413
5,412
5,163
4,537
7,236
3,956
2,527
1,302
1,131
CHF
36%
32%
14%
35%
8%
8%
92%
92%
49%
39%
USD
35%
34%
50%
20%
50%
53%
1%
3%
38%
40%
Contribution
EUR GBP
13%
5%
17%
7%
16%
5%
5%
2%
9%
6%
4%
10%
4%
7%
8%
15%
1%
1%
1%
10%
Other
12%
19%
15%
31%
18%
19%
1%
2%
3%
5%
Sensitivity analysis on Group results²
Applying a +/- 10% movement on the average FX rates
for 4Q22 LTM, the sensitivities are:
▪ USD/CHF impact on 4Q22 LTM pre-tax income by
CHF (16) / 16 mn
CHE
▪ EUR/CHF impact on 4Q22 LTM pre-tax income by
CHF +110/(110) mn
Currency mix capital metric³
11%
35%
21%
12%
6%
7%
7%
21%
7%
65% 66%
43%
USD
Basel III Risk-weighted assets
CET1 capital 4
Swiss leverage exposure
1 Total expenses include provisions for credit losses 2 Sensitivity analysis based on adjusted numbers and on weighted average exchange rates of USD/CHF of 0.95 and EUR/CHF of 1.00 for 4022
3 Data based on Dec 2022 month-end currency mix 4 Reflects actual capital positions in consolidated Group legal entities (net assets) including net asset hedges less applicable Basel III
regulatory adjustments (e.g., goodwill)
LTM results
USD
CHF
EUR
Other
A 10% strengthening / weakening of the USD (vs. CHF)
would have a (1.5) bps / 1.7 bps impact on the
BIS CET1 ratio
CREDIT SUISSEView entire presentation