Credit Suisse Capital Metrics and Core Results 9M16 slide image

Credit Suisse Capital Metrics and Core Results 9M16

· Credit Suisse in a nutshell IBCM - goal to drive incremental revenues in the Americas and EMEA while maintaining returns in excess of cost of capital Investing in Key Priorities IBCM: rationale Targeted plans for investment grade UHNWI Optimize client coverage footprint corporates, non-investment grade corporates and financial sponsors Develop our emerging markets team that will integrate geographical coverage Capital High connectivity in the Americas and EMEA Ability to deliver banking products and investment opportunities Selectively use capital where Credit Suisse is well positioned to benefit from the largest growth opportunities across all industries and products Usage Continue to focus on capital efficiency and returns Limited regulatory headwinds expected to continue Rebalance product mix towards M&A advisory and equity underwriting Rebalance the product mix to better support clients' strategic goals, and transition to a more diversified and less volatile revenue mix Aim to deliver sustainable, profitable growth through a rebalanced product mix Profitability Seek to grow IG and Non-IG corporate coverage while building on strong track record in leveraged finance and sponsors Goal: continue to deliver returns in excess of cost of capital Launch new initiative for UHNWI in the US Develop capabilities for coverage and servicing of UHNWI in the US EMEA Europe, Middle East and Africa. (U)HNWI (Ultra)-high-net-worth individuals. IBCM Investment Banking & Capital Markets. (Non)-IG (Non)-Investment Grade. M&A Mergers & Acquisitions = 1 Includes Americas and Europe, Middle East and Africa; excludes Switzerland. Return on Capital (return on regulatory capital) calculated using income after tax, assuming tax rate of 30%, and capital allocated using worst of 10% of year-end Basel 3 risk-weighted assets or 3.5% of year- end leverage exposure, respectively. 2014 calculated based on Swiss Leverage. CREDIT SUISSE Return ambition1 Return on Capital (based on risk-weighted assets) 27% 27% Return on Capital (based on leverage exposure) 48% 30% 10% cost of capital 2014 2018 2014 2018 November 2016 13
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