Derivatives and hedging activities - Contingent credit risk (Details 3) - CHF (SFr)
SFr in Billions |
Dec. 31, 2021 |
Dec. 31, 2020 |
| Contingent credit risk |
|
|
| Current net exposure |
SFr 2.6
|
SFr 3.4
|
| Collateral posted |
1.9
|
2.4
|
| Scenario, Impact of a one-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.1
|
0.0
|
| Scenario, Impact of a two-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.2
|
0.0
|
| Scenario, Impact of a three-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.8
|
0.7
|
| Bilateral counterparties |
|
|
| Contingent credit risk |
|
|
| Current net exposure |
2.3
|
3.0
|
| Collateral posted |
1.9
|
2.4
|
| Bilateral counterparties | Scenario, Impact of a one-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.1
|
0.0
|
| Bilateral counterparties | Scenario, Impact of a two-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.2
|
0.0
|
| Bilateral counterparties | Scenario, Impact of a three-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.7
|
0.5
|
| Special purpose entities |
|
|
| Contingent credit risk |
|
|
| Current net exposure |
0.0
|
0.0
|
| Collateral posted |
0.0
|
0.0
|
| Special purpose entities | Scenario, Impact of a one-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.0
|
0.0
|
| Special purpose entities | Scenario, Impact of a two-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.0
|
0.0
|
| Special purpose entities | Scenario, Impact of a three-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.0
|
0.0
|
| Accelerated terminations |
|
|
| Contingent credit risk |
|
|
| Current net exposure |
0.3
|
0.4
|
| Accelerated terminations | Scenario, Impact of a one-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.0
|
0.0
|
| Accelerated terminations | Scenario, Impact of a two-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.0
|
0.0
|
| Accelerated terminations | Scenario, Impact of a three-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.1
|
0.2
|
| Bank |
|
|
| Contingent credit risk |
|
|
| Current net exposure |
2.6
|
3.4
|
| Collateral posted |
1.9
|
2.4
|
| Bank | Scenario, Impact of a one-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.1
|
0.0
|
| Bank | Scenario, Impact of a two-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.2
|
0.0
|
| Bank | Scenario, Impact of a three-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.8
|
0.7
|
| Bank | Bilateral counterparties |
|
|
| Contingent credit risk |
|
|
| Current net exposure |
2.3
|
3.0
|
| Collateral posted |
1.9
|
2.4
|
| Bank | Bilateral counterparties | Scenario, Impact of a one-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.1
|
0.0
|
| Bank | Bilateral counterparties | Scenario, Impact of a two-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.2
|
0.0
|
| Bank | Bilateral counterparties | Scenario, Impact of a three-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.7
|
0.5
|
| Bank | Special purpose entities |
|
|
| Contingent credit risk |
|
|
| Current net exposure |
0.0
|
0.0
|
| Collateral posted |
0.0
|
0.0
|
| Bank | Special purpose entities | Scenario, Impact of a one-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.0
|
0.0
|
| Bank | Special purpose entities | Scenario, Impact of a two-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.0
|
0.0
|
| Bank | Special purpose entities | Scenario, Impact of a three-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.0
|
0.0
|
| Bank | Accelerated terminations |
|
|
| Contingent credit risk |
|
|
| Current net exposure |
0.3
|
0.4
|
| Bank | Accelerated terminations | Scenario, Impact of a one-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.0
|
0.0
|
| Bank | Accelerated terminations | Scenario, Impact of a two-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
0.0
|
0.0
|
| Bank | Accelerated terminations | Scenario, Impact of a three-notch downgrade event [Member] |
|
|
| Contingent credit risk |
|
|
| Collateral posted |
SFr 0.1
|
SFr 0.2
|