FI - Quantitative information about level 3 assets at fair value (Details 14)
SFr in Millions, Pure in Millions |
Dec. 31, 2021
CHF (SFr)
|
Dec. 31, 2020
CHF (SFr)
|
| Assets |
|
|
| Cash and Due from Banks |
SFr 308
|
SFr 525
|
| Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |
68,623
|
57,994
|
| Securities received as collateral |
15,017
|
50,773
|
| Trading assets |
111,141
|
157,338
|
| Available-for-sale Securities, Debt Securities |
1,005
|
607
|
| Other investments |
4,094
|
3,794
|
| Loans |
10,243
|
11,408
|
| Other intangible assets (mortgage servicing rights), at fair value |
224
|
180
|
| Other assets |
9,184
|
8,373
|
| Recurring basis |
|
|
| Assets |
|
|
| Cash and Due from Banks |
308
|
525
|
| Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |
68,623
|
57,994
|
| Securities received as collateral |
15,017
|
50,773
|
| Trading assets |
111,141
|
157,338
|
| Available-for-sale Securities, Debt Securities |
1,005
|
607
|
| Other investments |
4,094
|
3,794
|
| Loans |
10,243
|
11,408
|
| Loans - of which commercial and industrial |
2,984
|
3,534
|
| Loans - of which financial institutions |
4,305
|
4,588
|
| Other intangible assets (mortgage servicing rights), at fair value |
224
|
180
|
| Other assets |
9,184
|
8,373
|
| Other assets - of which loans held-for-sale |
7,380
|
6,446
|
| Total assets at fair value |
219,839
|
290,992
|
| Recurring basis | Other equity investments |
|
|
| Assets |
|
|
| Other investments |
3,237
|
2,759
|
| Recurring basis | Life finance instruments |
|
|
| Assets |
|
|
| Other investments |
789
|
920
|
| Recurring basis | Debt securities |
|
|
| Assets |
|
|
| Trading assets |
54,198
|
64,395
|
| Recurring basis | Debt securities | Debt securities issued by foreign governments |
|
|
| Assets |
|
|
| Trading assets |
23,408
|
27,957
|
| Recurring basis | Debt securities | Corporate debt securities |
|
|
| Assets |
|
|
| Trading assets |
9,590
|
11,477
|
| Recurring basis | Debt securities | RMBS |
|
|
| Assets |
|
|
| Trading assets |
17,457
|
21,439
|
| Recurring basis | Equity securities |
|
|
| Assets |
|
|
| Trading assets |
36,546
|
63,237
|
| Recurring basis | Derivative instruments |
|
|
| Assets |
|
|
| Trading assets |
17,559
|
25,531
|
| Recurring basis | Other |
|
|
| Assets |
|
|
| Trading assets |
2,838
|
4,175
|
| Recurring basis | Level 3 |
|
|
| Assets |
|
|
| Cash and Due from Banks |
0
|
0
|
| Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |
0
|
0
|
| Securities received as collateral |
14
|
101
|
| Trading assets |
4,503
|
7,535
|
| Available-for-sale Securities, Debt Securities |
0
|
0
|
| Other investments |
3,666
|
3,054
|
| Loans |
1,534
|
3,669
|
| Loans - of which commercial and industrial |
717
|
1,347
|
| Loans - of which financial institutions |
465
|
1,082
|
| Other intangible assets (mortgage servicing rights), at fair value |
167
|
180
|
| Other assets |
694
|
1,825
|
| Other assets - of which loans held-for-sale |
562
|
1,576
|
| Total assets at fair value |
10,578
|
16,364
|
| Recurring basis | Level 3 | Option model |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial |
|
72
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial |
474
|
908
|
| Loans - of which financial institutions |
327
|
674
|
| Other assets - of which loans held-for-sale |
SFr 281
|
SFr 296
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Minimum |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
184
|
237
|
| Loans - of which financial institutions, measurement input |
0
|
192
|
| Other assets - of which loans held-for-sale, measurement input |
0
|
246
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Maximum |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
3,325
|
1,480
|
| Loans - of which financial institutions, measurement input |
3,212
|
1,698
|
| Other assets - of which loans held-for-sale, measurement input |
563
|
506
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Weighted average |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
809
|
554
|
| Loans - of which financial institutions, measurement input |
921
|
612
|
| Other assets - of which loans held-for-sale, measurement input |
314
|
343
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Minimum |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
|
25
|
| Loans - of which financial institutions, measurement input |
|
25
|
| Other assets - of which loans held-for-sale, measurement input |
|
1
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Maximum |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
|
25
|
| Loans - of which financial institutions, measurement input |
|
40
|
| Other assets - of which loans held-for-sale, measurement input |
|
40
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
|
25
|
| Loans - of which financial institutions, measurement input |
|
25
|
| Other assets - of which loans held-for-sale, measurement input |
|
34
|
| Recurring basis | Level 3 | Price |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial |
SFr 209
|
|
| Loans - of which financial institutions |
SFr 158
|
|
| Recurring basis | Level 3 | Price | Measurement Input, Quoted Price [Member] | Minimum |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
0
|
|
| Loans - of which financial institutions, measurement input |
14
|
|
| Recurring basis | Level 3 | Price | Measurement Input, Quoted Price [Member] | Maximum |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
100
|
|
| Loans - of which financial institutions, measurement input |
76
|
|
| Recurring basis | Level 3 | Price | Measurement Input, Quoted Price [Member] | Weighted average |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
50
|
|
| Loans - of which financial institutions, measurement input |
31
|
|
| Recurring basis | Level 3 | Vendor price |
|
|
| Assets |
|
|
| Other assets - of which loans held-for-sale |
SFr 16
|
|
| Recurring basis | Level 3 | Vendor price | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Other assets - of which loans held-for-sale, measurement input |
0
|
|
| Recurring basis | Level 3 | Vendor price | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Other assets - of which loans held-for-sale, measurement input |
75
|
|
| Recurring basis | Level 3 | Vendor price | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Other assets - of which loans held-for-sale, measurement input |
54
|
|
| Recurring basis | Level 3 | Market comparable |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial |
SFr 6
|
SFr 338
|
| Loans - of which financial institutions |
|
190
|
| Other assets - of which loans held-for-sale |
SFr 254
|
SFr 1,277
|
| Recurring basis | Level 3 | Market comparable | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
19
|
0
|
| Loans - of which financial institutions, measurement input |
|
0
|
| Other assets - of which loans held-for-sale, measurement input |
0
|
0
|
| Recurring basis | Level 3 | Market comparable | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
19
|
100
|
| Loans - of which financial institutions, measurement input |
|
100
|
| Other assets - of which loans held-for-sale, measurement input |
139
|
111
|
| Recurring basis | Level 3 | Market comparable | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
19
|
70
|
| Loans - of which financial institutions, measurement input |
|
54
|
| Other assets - of which loans held-for-sale, measurement input |
67
|
71
|
| Recurring basis | Level 3 | Market comparable | Measurement Input, Pre-IPO instrinsic option [Member] | Minimum |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
|
100
|
| Recurring basis | Level 3 | Market comparable | Measurement Input, Pre-IPO instrinsic option [Member] | Maximum |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
|
100
|
| Recurring basis | Level 3 | Market comparable | Measurement Input, Pre-IPO instrinsic option [Member] | Weighted average |
|
|
| Assets |
|
|
| Loans - of which commercial and industrial, measurement input |
|
100
|
| Recurring basis | Level 3 | Other equity investments |
|
|
| Assets |
|
|
| Other investments |
SFr 2,863
|
SFr 2,132
|
| Recurring basis | Level 3 | Other equity investments | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Other investments |
1
|
|
| Recurring basis | Level 3 | Other equity investments | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Other investments |
1,292
|
|
| Recurring basis | Level 3 | Other equity investments | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Other investments |
54
|
|
| Recurring basis | Level 3 | Other equity investments | Vendor price |
|
|
| Assets |
|
|
| Other investments |
|
110
|
| Recurring basis | Level 3 | Other equity investments | NAV/adjusted NAV |
|
|
| Assets |
|
|
| Other investments |
929
|
974
|
| Recurring basis | Level 3 | Other equity investments | NAV/adjusted NAV | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Other investments |
287
|
310
|
| Recurring basis | Level 3 | Other equity investments | NAV/adjusted NAV | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Other investments |
287
|
310
|
| Recurring basis | Level 3 | Other equity investments | NAV/adjusted NAV | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Other investments |
287
|
310
|
| Recurring basis | Level 3 | Other equity investments | Market comparable |
|
|
| Assets |
|
|
| Other investments |
1,919
|
|
| Recurring basis | Level 3 | Life finance instruments |
|
|
| Assets |
|
|
| Other investments |
789
|
920
|
| Recurring basis | Level 3 | Life finance instruments | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Market implied life expectancy [Member] | Minimum |
|
|
| Assets |
|
|
| Other investments |
2
|
2
|
| Recurring basis | Level 3 | Life finance instruments | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Market implied life expectancy [Member] | Maximum |
|
|
| Assets |
|
|
| Other investments |
16
|
15
|
| Recurring basis | Level 3 | Life finance instruments | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Market implied life expectancy [Member] | Weighted average |
|
|
| Assets |
|
|
| Other investments |
6
|
6
|
| Recurring basis | Level 3 | Debt securities |
|
|
| Assets |
|
|
| Trading assets |
1,225
|
2,253
|
| Recurring basis | Level 3 | Debt securities | Debt securities issued by foreign governments |
|
|
| Assets |
|
|
| Trading assets |
35
|
140
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities |
|
|
| Assets |
|
|
| Trading assets |
478
|
1,270
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Option model |
|
|
| Assets |
|
|
| Trading assets |
55
|
416
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] |
|
|
| Assets |
|
|
| Trading assets |
|
SFr 386
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Consolidation, Eliminations [Member] |
|
|
| Assets |
|
|
| Trading assets |
SFr 124
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
(9)
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
1,509
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
1,007
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Consolidation, Eliminations [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
50
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Consolidation, Eliminations [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
1,290
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Consolidation, Eliminations [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
701
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Price in percent [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
0
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Price in percent [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
100
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Price in percent [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
47
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
39
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
39
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
1
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Correlation [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
(50)
|
(50)
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Correlation [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
100
|
100
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Correlation [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
68
|
55
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Fund gap risk [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
0
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Fund gap risk [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
3
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Fund gap risk [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
1
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Gap risk [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
0
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Gap risk [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
2
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Gap risk [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
0
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Recovery rate [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
40
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Recovery rate [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
40
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Recovery rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
40
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
0
|
0
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
163
|
158
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
17
|
23
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Price |
|
|
| Assets |
|
|
| Trading assets |
SFr 69
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Price | Measurement Input, Price in percent [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
35
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Price | Measurement Input, Price in percent [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
120
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Price | Measurement Input, Price in percent [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
92
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Vendor price |
|
|
| Assets |
|
|
| Trading assets |
SFr 145
|
SFr 71
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Vendor price | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
0
|
0
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Vendor price | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
123
|
2,292
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Vendor price | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
79
|
1,654
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Vendor price | Measurement Input, Unadjusted NAV [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
1
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Vendor price | Measurement Input, Unadjusted NAV [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
1
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Vendor price | Measurement Input, Unadjusted NAV [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
1
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Market comparable |
|
|
| Assets |
|
|
| Trading assets |
SFr 107
|
SFr 321
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Market comparable | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
0
|
0
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Market comparable | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
110
|
227
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities | Market comparable | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
63
|
95
|
| Recurring basis | Level 3 | Debt securities | RMBS |
|
|
| Assets |
|
|
| Trading assets |
SFr 424
|
SFr 557
|
| Recurring basis | Level 3 | Debt securities | RMBS | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
1
|
|
| Recurring basis | Level 3 | Debt securities | RMBS | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
29
|
|
| Recurring basis | Level 3 | Debt securities | RMBS | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
13
|
|
| Recurring basis | Level 3 | Equity securities |
|
|
| Assets |
|
|
| Trading assets |
SFr 195
|
124
|
| Recurring basis | Level 3 | Derivative instruments |
|
|
| Assets |
|
|
| Trading assets |
2,187
|
3,911
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives |
|
|
| Assets |
|
|
| Trading assets |
624
|
733
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Option model |
|
|
| Assets |
|
|
| Trading assets |
612
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Discounted Cash Flow [Member] |
|
|
| Assets |
|
|
| Trading assets |
SFr 6
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Funding spread [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
109
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Funding spread [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
166
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Funding spread [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
127
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
0
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
100
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
97
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Correlation [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
(4)
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Correlation [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
100
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Correlation [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
9
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Mean reversion [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
(55)
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Mean reversion [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
(8)
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Mean reversion [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
0
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Prepayment Rate [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
0
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Prepayment Rate [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
21
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Prepayment Rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
17
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
(3)
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
1
|
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
0
|
|
| Recurring basis | Level 3 | Derivative instruments | Foreign exchange derivatives |
|
|
| Assets |
|
|
| Trading assets |
SFr 53
|
143
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products |
|
|
| Assets |
|
|
| Trading assets |
212
|
SFr 1,186
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Buyback probability [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
50
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Buyback probability [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
100
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Buyback probability [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
66
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Correlation [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
(50)
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Correlation [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
100
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Correlation [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
58
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Gap risk [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
0
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Gap risk [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
4
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Gap risk [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
0
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
(2)
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
158
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
|
24
|
| Recurring basis | Level 3 | Derivative instruments | Other derivatives |
|
|
| Assets |
|
|
| Trading assets |
SFr 1,034
|
SFr 1,079
|
| Recurring basis | Level 3 | Derivative instruments | Other derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Market implied life expectancy [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
2
|
2
|
| Recurring basis | Level 3 | Derivative instruments | Other derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Market implied life expectancy [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
14
|
14
|
| Recurring basis | Level 3 | Derivative instruments | Other derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Market implied life expectancy [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
6
|
6
|
| Recurring basis | Level 3 | Derivative instruments | Other derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Mortality Rate [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
73
|
72
|
| Recurring basis | Level 3 | Derivative instruments | Other derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Mortality Rate [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
138
|
137
|
| Recurring basis | Level 3 | Derivative instruments | Other derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Mortality Rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
99
|
98
|
| Recurring basis | Level 3 | Other |
|
|
| Assets |
|
|
| Trading assets |
SFr 896
|
SFr 1,247
|
| Recurring basis | Level 3 | Other | Option model |
|
|
| Assets |
|
|
| Trading assets |
SFr 93
|
|
| Recurring basis | Level 3 | Other | Option model | Measurement Input, Mortality Rate [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
0
|
|
| Recurring basis | Level 3 | Other | Option model | Measurement Input, Mortality Rate [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
70
|
|
| Recurring basis | Level 3 | Other | Option model | Measurement Input, Mortality Rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
6
|
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] |
|
|
| Assets |
|
|
| Trading assets |
SFr 611
|
766
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Minimum |
|
|
| Assets |
|
|
| Other investments |
|
9
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Maximum |
|
|
| Assets |
|
|
| Other investments |
|
9
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Other investments |
|
SFr 9
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Market implied life expectancy [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
3
|
3
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Market implied life expectancy [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
14
|
14
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Market implied life expectancy [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
7
|
7
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Terminal Growth Rate [Member] | Minimum |
|
|
| Assets |
|
|
| Other investments |
|
SFr 3
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Terminal Growth Rate [Member] | Maximum |
|
|
| Assets |
|
|
| Other investments |
|
3
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Terminal Growth Rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Other investments |
|
3
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Tax Swap Rate [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
30
|
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Tax Swap Rate [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
30
|
|
| Recurring basis | Level 3 | Other | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Tax Swap Rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
30
|
|
| Recurring basis | Level 3 | Other | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Other investments |
|
1
|
| Recurring basis | Level 3 | Other | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Other investments |
|
1,249
|
| Recurring basis | Level 3 | Other | Valuation Technique, Option Pricing Model [Member] | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Other investments |
|
713
|
| Recurring basis | Level 3 | Other | Market comparable |
|
|
| Assets |
|
|
| Trading assets |
SFr 189
|
|
| Recurring basis | Level 3 | Other | Market comparable | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
0
|
|
| Other investments |
|
100
|
| Recurring basis | Level 3 | Other | Market comparable | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Trading assets, measurement input |
130
|
|
| Other investments |
|
100
|
| Recurring basis | Level 3 | Other | Market comparable | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Trading assets, measurement input |
34
|
|
| Other investments |
|
100
|
| Recurring basis | Level 3 | Other | Other equity investments | Valuation Technique, Discounted Cash Flow [Member] |
|
|
| Assets |
|
|
| Other investments |
|
840
|
| Recurring basis | Level 3 | Other | Other equity investments | Market comparable |
|
|
| Assets |
|
|
| Other investments |
|
118
|
| Nonrecurring basis |
|
|
| Assets |
|
|
| Other investments |
SFr 152
|
543
|
| Loans |
17
|
71
|
| Other assets |
139
|
201
|
| Total assets at fair value |
308
|
815
|
| Nonrecurring basis | Equity securities |
|
|
| Assets |
|
|
| Other investments |
118
|
303
|
| Nonrecurring basis | Equity securities (without a readily determinable fair value) |
|
|
| Assets |
|
|
| Other investments |
21
|
227
|
| Nonrecurring basis | Other assets |
|
|
| Assets |
|
|
| Other assets - of which loans held-for-sale |
73
|
136
|
| Other assets - of which premises, equipment and right-of-use assets |
61
|
58
|
| Nonrecurring basis | Level 3 |
|
|
| Assets |
|
|
| Other investments |
152
|
326
|
| Loans |
5
|
4
|
| Other assets |
110
|
97
|
| Total assets at fair value |
SFr 267
|
SFr 427
|
| Nonrecurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Minimum |
|
|
| Assets |
|
|
| Other assets - of which premises, equipment and right-of-use assets, measurement input |
|
1
|
| Nonrecurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Maximum |
|
|
| Assets |
|
|
| Other assets - of which premises, equipment and right-of-use assets, measurement input |
|
3
|
| Nonrecurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Other assets - of which premises, equipment and right-of-use assets, measurement input |
|
3
|
| Nonrecurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Other assets - of which premises, equipment and right-of-use assets, measurement input |
|
52
|
| Nonrecurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Other assets - of which premises, equipment and right-of-use assets, measurement input |
|
52
|
| Nonrecurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Other assets - of which premises, equipment and right-of-use assets, measurement input |
|
52
|
| Nonrecurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Quoted Price [Member] | Minimum |
|
|
| Assets |
|
|
| Other assets - of which premises, equipment and right-of-use assets, measurement input |
|
52
|
| Nonrecurring basis | Level 3 | Market comparable | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Assets |
|
|
| Other assets - of which loans held-for-sale, measurement input |
80
|
83
|
| Other assets - of which premises, equipment and right-of-use assets, measurement input |
60
|
2
|
| Nonrecurring basis | Level 3 | Market comparable | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Assets |
|
|
| Other assets - of which loans held-for-sale, measurement input |
100
|
100
|
| Other assets - of which premises, equipment and right-of-use assets, measurement input |
60
|
2
|
| Nonrecurring basis | Level 3 | Market comparable | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Assets |
|
|
| Other assets - of which loans held-for-sale, measurement input |
88
|
95
|
| Other assets - of which premises, equipment and right-of-use assets, measurement input |
60
|
2
|
| Nonrecurring basis | Level 3 | Market comparable | Measurement Input, Quoted Price [Member] | Minimum |
|
|
| Assets |
|
|
| Other assets - of which premises, equipment and right-of-use assets, measurement input |
|
2
|
| Nonrecurring basis | Level 3 | Equity securities |
|
|
| Assets |
|
|
| Other investments |
SFr 118
|
SFr 303
|
| Nonrecurring basis | Level 3 | Equity securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Minimum |
|
|
| Assets |
|
|
| Other investments |
8
|
10
|
| Nonrecurring basis | Level 3 | Equity securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Maximum |
|
|
| Assets |
|
|
| Other investments |
13
|
14
|
| Nonrecurring basis | Level 3 | Equity securities | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Other investments |
13
|
12
|
| Nonrecurring basis | Level 3 | Equity securities (without a readily determinable fair value) |
|
|
| Assets |
|
|
| Other investments |
21
|
10
|
| Nonrecurring basis | Level 3 | Equity securities (without a readily determinable fair value) | Valuation Technique, Discounted Cash Flow [Member] |
|
|
| Assets |
|
|
| Other investments |
16
|
|
| Nonrecurring basis | Level 3 | Equity securities (without a readily determinable fair value) | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Minimum |
|
|
| Assets |
|
|
| Other investments |
12
|
|
| Nonrecurring basis | Level 3 | Equity securities (without a readily determinable fair value) | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Maximum |
|
|
| Assets |
|
|
| Other investments |
16
|
|
| Nonrecurring basis | Level 3 | Equity securities (without a readily determinable fair value) | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Other investments |
14
|
|
| Nonrecurring basis | Level 3 | Equity securities (without a readily determinable fair value) | Market comparable |
|
|
| Assets |
|
|
| Other investments |
5
|
|
| Nonrecurring basis | Level 3 | Equity securities (without a readily determinable fair value) | Market comparable | Measurement Input, Discount Rate [Member] | Minimum |
|
|
| Assets |
|
|
| Other investments |
5
|
|
| Nonrecurring basis | Level 3 | Equity securities (without a readily determinable fair value) | Market comparable | Measurement Input, Discount Rate [Member] | Maximum |
|
|
| Assets |
|
|
| Other investments |
6,003
|
|
| Nonrecurring basis | Level 3 | Equity securities (without a readily determinable fair value) | Market comparable | Measurement Input, Discount Rate [Member] | Weighted average |
|
|
| Assets |
|
|
| Other investments |
2,441
|
|
| Nonrecurring basis | Level 3 | Other assets |
|
|
| Assets |
|
|
| Other assets - of which loans held-for-sale |
45
|
39
|
| Other assets - of which premises, equipment and right-of-use assets |
60
|
54
|
| Bank |
|
|
| Assets |
|
|
| Cash and Due from Banks |
308
|
525
|
| Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |
68,623
|
57,994
|
| Securities received as collateral |
15,017
|
50,773
|
| Trading assets |
111,299
|
157,511
|
| Available-for-sale Securities, Debt Securities |
1,003
|
605
|
| Other investments |
4,093
|
3,793
|
| Loans |
10,243
|
11,408
|
| Other intangible assets (mortgage servicing rights), at fair value |
224
|
180
|
| Other assets |
9,184
|
8,373
|
| Bank | Recurring basis |
|
|
| Assets |
|
|
| Cash and Due from Banks |
308
|
525
|
| Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |
68,623
|
57,994
|
| Securities received as collateral |
15,017
|
50,773
|
| Trading assets |
111,299
|
157,511
|
| Available-for-sale Securities, Debt Securities |
1,003
|
605
|
| Other investments |
4,093
|
3,793
|
| Loans |
10,243
|
11,408
|
| Loans - of which commercial and industrial |
2,984
|
3,534
|
| Loans - of which financial institutions |
4,305
|
4,588
|
| Other intangible assets (mortgage servicing rights), at fair value |
224
|
180
|
| Other assets |
9,184
|
8,373
|
| Other assets - of which loans held-for-sale |
7,380
|
6,446
|
| Total assets at fair value |
219,994
|
291,162
|
| Bank | Recurring basis | Other equity investments |
|
|
| Assets |
|
|
| Other investments |
3,237
|
2,760
|
| Bank | Recurring basis | Life finance instruments |
|
|
| Assets |
|
|
| Other investments |
789
|
920
|
| Bank | Recurring basis | Debt securities |
|
|
| Assets |
|
|
| Trading assets |
54,297
|
64,532
|
| Bank | Recurring basis | Debt securities | Debt securities issued by foreign governments |
|
|
| Assets |
|
|
| Trading assets |
23,408
|
27,957
|
| Bank | Recurring basis | Debt securities | Corporate debt securities |
|
|
| Assets |
|
|
| Trading assets |
9,689
|
11,614
|
| Bank | Recurring basis | Debt securities | RMBS |
|
|
| Assets |
|
|
| Trading assets |
17,457
|
21,439
|
| Bank | Recurring basis | Equity securities |
|
|
| Assets |
|
|
| Trading assets |
36,606
|
63,273
|
| Bank | Recurring basis | Derivative instruments |
|
|
| Assets |
|
|
| Trading assets |
17,559
|
25,531
|
| Bank | Recurring basis | Other |
|
|
| Assets |
|
|
| Trading assets |
2,837
|
4,175
|
| Bank | Recurring basis | Level 3 |
|
|
| Assets |
|
|
| Cash and Due from Banks |
0
|
0
|
| Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions |
0
|
0
|
| Securities received as collateral |
14
|
101
|
| Trading assets |
4,503
|
7,535
|
| Available-for-sale Securities, Debt Securities |
0
|
0
|
| Other investments |
3,666
|
3,054
|
| Loans |
1,534
|
3,669
|
| Loans - of which commercial and industrial |
717
|
1,347
|
| Loans - of which financial institutions |
465
|
1,082
|
| Other intangible assets (mortgage servicing rights), at fair value |
167
|
180
|
| Other assets |
694
|
1,825
|
| Other assets - of which loans held-for-sale |
562
|
1,576
|
| Total assets at fair value |
10,578
|
16,364
|
| Bank | Recurring basis | Level 3 | Other equity investments |
|
|
| Assets |
|
|
| Other investments |
2,863
|
2,132
|
| Bank | Recurring basis | Level 3 | Life finance instruments |
|
|
| Assets |
|
|
| Other investments |
789
|
920
|
| Bank | Recurring basis | Level 3 | Debt securities |
|
|
| Assets |
|
|
| Trading assets |
1,225
|
2,253
|
| Bank | Recurring basis | Level 3 | Debt securities | Debt securities issued by foreign governments |
|
|
| Assets |
|
|
| Trading assets |
35
|
140
|
| Bank | Recurring basis | Level 3 | Debt securities | Corporate debt securities |
|
|
| Assets |
|
|
| Trading assets |
478
|
1,270
|
| Bank | Recurring basis | Level 3 | Debt securities | RMBS |
|
|
| Assets |
|
|
| Trading assets |
424
|
557
|
| Bank | Recurring basis | Level 3 | Equity securities |
|
|
| Assets |
|
|
| Trading assets |
195
|
124
|
| Bank | Recurring basis | Level 3 | Derivative instruments |
|
|
| Assets |
|
|
| Trading assets |
2,187
|
3,911
|
| Bank | Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives |
|
|
| Assets |
|
|
| Trading assets |
624
|
733
|
| Bank | Recurring basis | Level 3 | Derivative instruments | Foreign exchange derivatives |
|
|
| Assets |
|
|
| Trading assets |
53
|
143
|
| Bank | Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products |
|
|
| Assets |
|
|
| Trading assets |
212
|
1,186
|
| Bank | Recurring basis | Level 3 | Derivative instruments | Other derivatives |
|
|
| Assets |
|
|
| Trading assets |
1,034
|
1,079
|
| Bank | Recurring basis | Level 3 | Other |
|
|
| Assets |
|
|
| Trading assets |
896
|
1,247
|
| Bank | Nonrecurring basis |
|
|
| Assets |
|
|
| Other investments |
152
|
543
|
| Loans |
17
|
71
|
| Other assets |
139
|
201
|
| Total assets at fair value |
308
|
815
|
| Bank | Nonrecurring basis | Equity securities |
|
|
| Assets |
|
|
| Other investments |
118
|
303
|
| Bank | Nonrecurring basis | Equity securities (without a readily determinable fair value) |
|
|
| Assets |
|
|
| Other investments |
21
|
227
|
| Bank | Nonrecurring basis | Other assets |
|
|
| Assets |
|
|
| Other assets - of which loans held-for-sale |
73
|
136
|
| Other assets - of which premises, equipment and right-of-use assets |
61
|
58
|
| Bank | Nonrecurring basis | Level 3 |
|
|
| Assets |
|
|
| Other investments |
152
|
326
|
| Loans |
5
|
4
|
| Other assets |
110
|
97
|
| Total assets at fair value |
267
|
427
|
| Bank | Nonrecurring basis | Level 3 | Equity securities |
|
|
| Assets |
|
|
| Other investments |
118
|
303
|
| Bank | Nonrecurring basis | Level 3 | Equity securities (without a readily determinable fair value) |
|
|
| Assets |
|
|
| Other investments |
21
|
10
|
| Bank | Nonrecurring basis | Level 3 | Other assets |
|
|
| Assets |
|
|
| Other assets - of which loans held-for-sale |
45
|
39
|
| Other assets - of which premises, equipment and right-of-use assets |
SFr 60
|
SFr 54
|