Credit Suisse Results Presentation Deck
Resilient CET1 capital and leverage ratios
19
Risk-weighted assets in CHF bn
273
1Q22
13.8%
878
1Q22
(4)
Leverage exposure in CHF bn
4.3%
6.1%
o/w IB
(5)
o/w WM, SB, AM 1
Business
impact
o/w IB
o/w WM, SB, AM
o/w CC
(24)
Business
reductions
(13)
(5)
(6)
(0)
Model &
parameter
updates
CET1 ratio
(0)
HQLA
CET1 leverage ratio
Tier 1 leverage ratio
FX impact
9
FX impact
1
1
274
2Q22
13.5%
863
2Q22
4.3%
6.1%
CET1 ratio down 30 bps to 13.5%
in line with guidance, notwithstanding reductions in IB RWA usage,
impacted by net losses
CET1 leverage ratio flat at 4.3%
with leverage exposure down CHF 15 bn, including USD 7 bn from
Prime Services exit²
USD 3.3 bn IB allocated capital reduction
achieving ambition of USD >3 bn vs. end-2020
Parent CET1 ratio of 11.4%
vs. 11.8% at 1Q22, driven by net losses and adverse FX impact,
partially offset by USD 1.2 bn capital distribution from CSSEL
Note: Results excluding certain items in our reported results are non-GAAP financial measures. See the appendix of this presentation for detailed information and defined terms as well as important
presentation and other information relating to non-GAAP financial measures, including reconciliations. 1 FX impact from April to June FX rates 2 With the exception of Index Access and APAC Delta CREDIT SUISSE
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