Investor Presentaiton
Capital exceeding regulatory requirements
5
Total loss-absorbing capacity
as of end-4Q22, in CHF bn
99.1
Gone
concern
49.1
capital
AT1
14.7
39.5%
19.6%
25.1%
8.8%
15.2%
7.6%
3.8%
2.2%
10.5%
5.8%
1.5%
2025 target5
>13.5%
Pillar 2 add-on²
Going
4.3%
concern
Pillar 2 add-on²
capital
Other going capital³
Swiss
CET1
35.3
Capital ratio
14.1%
9.3%
Credit
Suisse
Swiss
capital
requirements
Credit
Suisse
pre-B3R
Throughout
strategic
transformation
at least 13.0%
Leverage ratio
5.4%
3.3%¹
Swiss
leverage
requirements
Credit
Suisse
1 Effective from September 30, 2022, Pillar 1 CET1 requirements for capital and leverage ratios have been reduced by 0.36% and 0.125%, respectively, following FINMA's reassessment of surcharges based on leverage exposure.
Also reflects the decrease in surcharge due to lower market share, effective 2022 2 Includes the FINMA Pillar 2 capital add-on of CHF 1.85 bn (USD 2.0 bn) relating to the supply chain finance funds matter, which equates to
an additional Swiss CET1 capital ratio and Swiss CET1 leverage ratio requirement of 74 bps and 28 bps, respectively 3 Includes the effects of the Swiss sectorial countercyclical capital buffer (effective from September 30, 2022)
and extended countercyclical buffer, totaling 32 bps 4 Includes rebates for resolvability in gone concern capital of 311 bps and in gone concern leverage ratio of 100 bps 5 BIS CET1 capital ratio 2025 aspiration
CREDIT SUISSEView entire presentation