Credit Suisse Results Presentation Deck
CET1 ratio of 12.6%;
pro forma CET1 ratio of 14.0% including CHF ~4 bn capital raises
CET1 ratio development in bps
11
13.5%
2Q22
37.0
274
6.1%
52.7
863
(12) bps
Pre-tax
loss
(20) bps
Other
CET1 capital
1
movements
(11) bps
Net RWA²
13.1%
3Q22
pre-strategy
impact
CET1 capital in CHF bn
Risk-weighted assets in CHF bn
Tier 1 leverage ratio
Tier 1 capital in CHF bn
Leverage exposure in CHF bn
(48) bps
Strategy-
related
DTA impact
Strategy-related
12.6%
3Q22
34.4
274
6.0%
50.1
837
~140 bps
14.0%
Capital Proforma
raises 3
3Q22
38.3
274
6.5%
54.0
837
CET1 ratio down 90 bps vs. 2Q22
(48) bps from DTA impacts related to our strategic review;
(12) bps from pre-tax loss of CHF 342 mn; and (11) bps from
net RWA increases including (19) bps from increase in OpRisk
RWA of USD 4 bn related to litigation provisions taken in 1Q22
▪ Pro forma CET1 ratio of 14.0% including capital raises of
CHF-4 bn or ~140 bps
Tier 1 leverage ratio down 10 bps QoQ
(21) bps from DTA impacts related to our strategic review, partly
offset by benefit from leverage exposure reduction of 18 bps
▪ Pro forma Tier 1 leverage ratio of 6.5% including capital raises of
CHF ~4 bn or ~45 bps
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 Includes FX and FX hedging costs, capital payout and other CET1-relevant taxes including DTA
impact from the Group's tax election to accelerate the tax loss recognition of a previously recognized deferred tax asset on timing difference in 2021 2 Includes impact from internal and external model
and parameter updates 3 Estimated impact from capital raises; subject to approval at a forthcoming Extraordinary General Meeting on November 23, 2022
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