Offsetting of financial liabilities (Details 2) - CHF (SFr)
SFr in Millions |
Dec. 31, 2021 |
Dec. 31, 2020 |
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
SFr 107,200
|
SFr 140,700
|
| Offsetting |
(100,900)
|
(130,000)
|
| of which counterparty netting |
(83,000)
|
(103,200)
|
| of which cash collateral netting |
(17,900)
|
(26,800)
|
| Total net derivatives subject to enforceable master netting agreements |
6,300
|
10,700
|
| Total derivatives not subject to enforceable master netting agreements |
4,300
|
6,800
|
| Total net derivatives presented in the consolidated balance sheets |
10,600
|
17,500
|
| Offsetting of securities sold under repurchase agreements, securities lending transactions and obligation to return securities received as collateral |
|
|
| Securities sold under repurchase agreements, gross |
32,200
|
26,000
|
| Securities sold under repurchase agreements, offsetting |
(16,600)
|
(7,900)
|
| Securities sold under repurchase agreements, net |
15,600
|
18,100
|
| Securities lending transactions, gross |
15,400
|
16,600
|
| Securities lending transactions, offsetting |
0
|
0
|
| Securities lending transactions, net |
15,400
|
16,600
|
| Obligation to return securities received as collateral, at fair value, gross |
14,700
|
49,900
|
| Obligation to return securities received as collateral, at fair value, offsetting |
0
|
0
|
| Obligation to return securities received as collateral, at fair value, net |
14,700
|
49,900
|
| Total subject to enforceable master netting agreements, gross |
62,300
|
92,500
|
| Total subject to enforceable master netting agreements, offsetting |
(16,600)
|
(7,900)
|
| Total subject to enforceable master netting agreements, net |
45,700
|
84,600
|
| Total not subject to enforceable master netting agreements |
4,600
|
3,100
|
| Total, gross |
66,900
|
95,600
|
| Total, net |
50,300
|
87,700
|
| of which reported at fair value |
13,213
|
13,594
|
| Amounts not offset in the consolidated balance sheets |
|
|
| Derivatives, net |
6,300
|
10,700
|
| Derivatives, financial instruments |
1,300
|
2,200
|
| Derivatives, cash collateral received/pledged |
0
|
0
|
| Derivatives, net exposure |
5,000
|
8,500
|
| Securities sold under repurchase agreements, net |
15,600
|
18,100
|
| Securities sold under repurchase agreements, financial instruments |
15,500
|
18,100
|
| Securities sold under repurchase agreements, cash collateral received/pledged |
100
|
0
|
| Securities sold under repurchase agreements, net exposure |
0
|
0
|
| Securities lending transactions, net |
15,400
|
16,600
|
| Securities lending transactions, financial instruments |
15,300
|
16,300
|
| Securities lending transactions, cash collateral received/pledged |
0
|
0
|
| Securities lending transactions, net exposure |
100
|
300
|
| Obligation to return securities received as collateral, at fair value, net |
14,700
|
49,900
|
| Obligation to return securities received as collateral, financial instruments |
13,000
|
43,400
|
| Obligation to return securities received as collateral, cash collateral received/pledged |
0
|
0
|
| Obligation to return securities received as collateral, at fair value, net exposure |
1,700
|
6,500
|
| Total financial liabilities subject to enforceable master netting agreements, net |
52,000
|
95,300
|
| Total financial liabilities subject to enforceable master netting agreements, financial instruments |
45,100
|
80,000
|
| Total financial liabilities subject to enforceable master netting agreements, cash collateral received/pledged |
100
|
0
|
| Total financial liabilities subject to enforceable master netting agreements, net exposure |
6,800
|
15,300
|
| Trading liabilities |
|
|
| Offsetting of derivatives |
|
|
| Total net derivatives presented in the consolidated balance sheets |
10,600
|
17,500
|
| Other liabilities |
|
|
| Offsetting of derivatives |
|
|
| Total net derivatives presented in the consolidated balance sheets |
0
|
0
|
| Securities sold under repurchase agreements and securities |
|
|
| Offsetting of securities sold under repurchase agreements, securities lending transactions and obligation to return securities received as collateral |
|
|
| Total subject to enforceable master netting agreements, offsetting |
(16,600)
|
(7,900)
|
| Total, gross |
51,900
|
44,800
|
| Total, net |
35,300
|
36,900
|
| Obligation to return securities received as collateral |
|
|
| Offsetting of securities sold under repurchase agreements, securities lending transactions and obligation to return securities received as collateral |
|
|
| Total subject to enforceable master netting agreements, offsetting |
0
|
0
|
| Total, gross |
15,000
|
50,800
|
| Total, net |
15,000
|
50,800
|
| OTC-cleared |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
5,600
|
5,500
|
| Offsetting |
(5,300)
|
(5,400)
|
| Total net derivatives subject to enforceable master netting agreements |
300
|
100
|
| Amounts not offset in the consolidated balance sheets |
|
|
| Derivatives, net |
300
|
100
|
| OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
80,100
|
114,100
|
| Offsetting |
(74,600)
|
(104,300)
|
| Total net derivatives subject to enforceable master netting agreements |
5,500
|
9,800
|
| Amounts not offset in the consolidated balance sheets |
|
|
| Derivatives, net |
5,500
|
9,800
|
| Exchange-traded |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
21,500
|
21,100
|
| Offsetting |
(21,000)
|
(20,300)
|
| Total net derivatives subject to enforceable master netting agreements |
500
|
800
|
| Amounts not offset in the consolidated balance sheets |
|
|
| Derivatives, net |
500
|
800
|
| Interest rate derivatives |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
44,300
|
70,900
|
| Interest rate derivatives | OTC-cleared |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
4,000
|
4,600
|
| Interest rate derivatives | OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
40,300
|
65,700
|
| Interest rate derivatives | Exchange-traded |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
0
|
600
|
| Foreign exchange derivatives |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
22,200
|
27,900
|
| Foreign exchange derivatives | OTC-cleared |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
200
|
200
|
| Foreign exchange derivatives | OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
22,000
|
27,700
|
| Equity/index-related derivatives |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
34,400
|
35,500
|
| Equity/index-related derivatives | OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
13,000
|
15,100
|
| Equity/index-related derivatives | Exchange-traded |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
21,400
|
20,400
|
| Credit derivatives |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
5,700
|
5,600
|
| Credit derivatives | OTC-cleared |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
1,400
|
700
|
| Credit derivatives | OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
4,300
|
4,900
|
| Other products |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
600
|
800
|
| Other products | OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
500
|
700
|
| Other products | Exchange-traded |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
100
|
100
|
| Bank |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
107,200
|
140,800
|
| Offsetting |
(100,900)
|
(130,100)
|
| of which counterparty netting |
(83,000)
|
(103,200)
|
| of which cash collateral netting |
(17,900)
|
(26,900)
|
| Total net derivatives subject to enforceable master netting agreements |
6,300
|
10,700
|
| Total derivatives not subject to enforceable master netting agreements |
4,300
|
6,800
|
| Total net derivatives presented in the consolidated balance sheets |
10,600
|
17,500
|
| Offsetting of securities sold under repurchase agreements, securities lending transactions and obligation to return securities received as collateral |
|
|
| Securities sold under repurchase agreements, gross |
32,300
|
26,100
|
| Securities sold under repurchase agreements, offsetting |
(16,600)
|
(7,900)
|
| Securities sold under repurchase agreements, net |
15,700
|
18,200
|
| Securities lending transactions, gross |
15,400
|
16,600
|
| Securities lending transactions, offsetting |
0
|
0
|
| Securities lending transactions, net |
15,400
|
16,600
|
| Obligation to return securities received as collateral, at fair value, gross |
14,700
|
49,900
|
| Obligation to return securities received as collateral, at fair value, offsetting |
0
|
0
|
| Obligation to return securities received as collateral, at fair value, net |
14,700
|
49,900
|
| Total subject to enforceable master netting agreements, gross |
62,400
|
92,600
|
| Total subject to enforceable master netting agreements, offsetting |
(16,600)
|
(7,900)
|
| Total subject to enforceable master netting agreements, net |
45,800
|
84,700
|
| Total not subject to enforceable master netting agreements |
4,600
|
3,100
|
| Total, gross |
67,000
|
95,700
|
| Total, net |
50,400
|
87,800
|
| of which reported at fair value |
13,307
|
13,688
|
| Amounts not offset in the consolidated balance sheets |
|
|
| Derivatives, net |
6,300
|
10,700
|
| Derivatives, financial instruments |
1,300
|
2,200
|
| Derivatives, cash collateral received/pledged |
0
|
0
|
| Derivatives, net exposure |
5,000
|
8,500
|
| Securities sold under repurchase agreements, net |
15,700
|
18,200
|
| Securities sold under repurchase agreements, financial instruments |
15,600
|
18,200
|
| Securities sold under repurchase agreements, cash collateral received/pledged |
100
|
0
|
| Securities sold under repurchase agreements, net exposure |
0
|
0
|
| Securities lending transactions, net |
15,400
|
16,600
|
| Securities lending transactions, financial instruments |
15,300
|
16,300
|
| Securities lending transactions, cash collateral received/pledged |
0
|
0
|
| Securities lending transactions, net exposure |
100
|
300
|
| Obligation to return securities received as collateral, at fair value, net |
14,700
|
49,900
|
| Obligation to return securities received as collateral, financial instruments |
13,000
|
43,400
|
| Obligation to return securities received as collateral, cash collateral received/pledged |
0
|
0
|
| Obligation to return securities received as collateral, at fair value, net exposure |
1,700
|
6,500
|
| Total financial liabilities subject to enforceable master netting agreements, net |
52,100
|
95,400
|
| Total financial liabilities subject to enforceable master netting agreements, financial instruments |
45,200
|
80,100
|
| Total financial liabilities subject to enforceable master netting agreements, cash collateral received/pledged |
100
|
0
|
| Total financial liabilities subject to enforceable master netting agreements, net exposure |
6,800
|
15,300
|
| Bank | Trading liabilities |
|
|
| Offsetting of derivatives |
|
|
| Total net derivatives presented in the consolidated balance sheets |
10,600
|
17,500
|
| Bank | Other liabilities |
|
|
| Offsetting of derivatives |
|
|
| Total net derivatives presented in the consolidated balance sheets |
0
|
0
|
| Bank | Securities sold under repurchase agreements and securities |
|
|
| Offsetting of securities sold under repurchase agreements, securities lending transactions and obligation to return securities received as collateral |
|
|
| Total subject to enforceable master netting agreements, offsetting |
(16,600)
|
(7,900)
|
| Total, gross |
52,000
|
44,900
|
| Total, net |
35,400
|
37,000
|
| Bank | Obligation to return securities received as collateral |
|
|
| Offsetting of securities sold under repurchase agreements, securities lending transactions and obligation to return securities received as collateral |
|
|
| Total subject to enforceable master netting agreements, offsetting |
0
|
0
|
| Total, gross |
15,000
|
50,800
|
| Total, net |
15,000
|
50,800
|
| Bank | OTC-cleared |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
5,600
|
5,500
|
| Offsetting |
(5,300)
|
(5,400)
|
| Total net derivatives subject to enforceable master netting agreements |
300
|
100
|
| Amounts not offset in the consolidated balance sheets |
|
|
| Derivatives, net |
300
|
100
|
| Bank | OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
80,100
|
114,200
|
| Offsetting |
(74,600)
|
(104,400)
|
| Total net derivatives subject to enforceable master netting agreements |
5,500
|
9,800
|
| Amounts not offset in the consolidated balance sheets |
|
|
| Derivatives, net |
5,500
|
9,800
|
| Bank | Exchange-traded |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
21,500
|
21,100
|
| Offsetting |
(21,000)
|
(20,300)
|
| Total net derivatives subject to enforceable master netting agreements |
500
|
800
|
| Amounts not offset in the consolidated balance sheets |
|
|
| Derivatives, net |
500
|
800
|
| Bank | Interest rate derivatives |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
44,300
|
70,900
|
| Bank | Interest rate derivatives | OTC-cleared |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
4,000
|
4,600
|
| Bank | Interest rate derivatives | OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
40,300
|
65,700
|
| Bank | Interest rate derivatives | Exchange-traded |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
0
|
600
|
| Bank | Foreign exchange derivatives |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
22,200
|
27,900
|
| Bank | Foreign exchange derivatives | OTC-cleared |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
200
|
200
|
| Bank | Foreign exchange derivatives | OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
22,000
|
27,700
|
| Bank | Equity/index-related derivatives |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
34,400
|
35,500
|
| Bank | Equity/index-related derivatives | OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
13,000
|
15,100
|
| Bank | Equity/index-related derivatives | Exchange-traded |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
21,400
|
20,400
|
| Bank | Credit derivatives |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
5,700
|
5,600
|
| Bank | Credit derivatives | OTC-cleared |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
1,400
|
700
|
| Bank | Credit derivatives | OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
4,300
|
4,900
|
| Bank | Other products |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
600
|
900
|
| Bank | Other products | OTC |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
500
|
800
|
| Bank | Other products | Exchange-traded |
|
|
| Offsetting of derivatives |
|
|
| Derivative liabilities, gross, subject to enforceable master netting agreements |
SFr 100
|
SFr 100
|