Credit Suisse Results Presentation Deck slide image

Credit Suisse Results Presentation Deck

CET1 ratio of 14.1% CET1 ratio development in bps 12.6% 20 3Q22 34.4 Risk-weighted assets in CHF bn 274 147 bps 3Q22 Capital raises ¹ 1 (15) Business impact (53) bps Net loss 80 bps 2 Business RWA CET1 capital in CHF bn Model and parameter updates (24) bps Other movements ² (10) FX impact ³ 14.1% 4Q22 35.3 251 4Q22 CET1 ratio up ~150 bps to 14.1% ▪ CET1 ratio improved by 147 bps from the capital raises of CHF -4.0 bn Negatively impacted by (53) bps from our net loss of CHF 1.4 bn, offset by RWA reductions of 80 bps ▪ Other movements of (24) bps include FX impacts of (9) bps and model and parameter updates of (8) bps RWA down CHF 23 bn QoQ ▪ Decline mainly related to deleveraging in the Investment Bank of CHF -5 bn, Wealth Management and Swiss Bank of CHF ~9 bn Parent CET1 ratio up ~250 bps to 12.2% ▪ Parent CET1 ratio improved by ~140 bps from the capital raises of CHF ~4.0 bn, ~70 bps from RWA reductions and ~50 bps from FX movements 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 Bps impact calculated based on the net proceeds FX rates and FX hedging costs, impact from internal and external model and parameter updates, other CET1 regulatory adjustments, quarterly dividend accrual, pension and share-based compensation 3 FX impact from Sep 22 to Dec 22 FX rates 2 Includes FX impact from Sep 22 to Dec 22 CREDIT SUISSE
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