FI - Quantitative information about level 3 liabilities at fair value (Details 15)
SFr in Millions, Pure in Millions |
Dec. 31, 2021
CHF (SFr)
|
Dec. 31, 2020
CHF (SFr)
|
| Liabilities |
|
|
| Due to banks |
SFr 477
|
SFr 413
|
| Customer deposits |
3,700
|
4,343
|
| Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |
13,213
|
13,594
|
| Obligation to return securities received as collateral |
15,017
|
50,773
|
| Trading liabilities |
27,535
|
45,871
|
| Short-term borrowings |
10,690
|
10,740
|
| Long-term debt |
68,722
|
70,976
|
| Other liabilities |
2,592
|
7,780
|
| Recurring basis |
|
|
| Liabilities |
|
|
| Due to banks |
477
|
413
|
| Customer deposits |
3,700
|
4,343
|
| Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |
13,213
|
13,594
|
| Obligation to return securities received as collateral |
15,017
|
50,773
|
| Trading liabilities |
27,535
|
45,871
|
| Short-term borrowings |
10,690
|
10,740
|
| Long-term debt |
68,722
|
70,976
|
| Other liabilities |
2,592
|
7,780
|
| Total liabilities at fair value |
141,946
|
204,490
|
| Recurring basis | Long-term debt - of which structured notes over one year and up to two years |
|
|
| Liabilities |
|
|
| Long-term debt |
12,500
|
12,920
|
| Recurring basis | Long-term debt - of which structured notes over two years |
|
|
| Liabilities |
|
|
| Long-term debt |
30,486
|
33,856
|
| Recurring basis | Long-term debt - of which other debt instruments over two years |
|
|
| Liabilities |
|
|
| Long-term debt |
5,077
|
|
| Recurring basis | Long-term debt - of which high-trigger instruments |
|
|
| Liabilities |
|
|
| Long-term debt |
10,702
|
10,586
|
| Recurring basis | Debt securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
7,677
|
|
| Recurring basis | Debt securities | Debt securities issued by foreign governments |
|
|
| Liabilities |
|
|
| Trading liabilities |
3,635
|
|
| Recurring basis | Debt securities | Corporate debt securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
3,955
|
|
| Recurring basis | Equity securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
9,012
|
20,694
|
| Recurring basis | Short positions |
|
|
| Liabilities |
|
|
| Trading liabilities |
16,689
|
|
| Recurring basis | Derivative instruments |
|
|
| Liabilities |
|
|
| Trading liabilities |
10,846
|
17,745
|
| Recurring basis | Level 3 |
|
|
| Liabilities |
|
|
| Due to banks |
0
|
0
|
| Customer deposits |
394
|
448
|
| Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |
0
|
0
|
| Obligation to return securities received as collateral |
14
|
101
|
| Trading liabilities |
2,809
|
4,246
|
| Short-term borrowings |
1,032
|
701
|
| Long-term debt |
9,676
|
7,268
|
| Other liabilities |
518
|
1,271
|
| Total liabilities at fair value |
14,443
|
14,035
|
| Recurring basis | Level 3 | Option model |
|
|
| Liabilities |
|
|
| Short-term borrowings |
SFr 905
|
SFr 508
|
| Recurring basis | Level 3 | Option model | Measurement Input, Buyback probability [Member] | Minimum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
50
|
50
|
| Recurring basis | Level 3 | Option model | Measurement Input, Buyback probability [Member] | Maximum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
100
|
100
|
| Recurring basis | Level 3 | Option model | Measurement Input, Buyback probability [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
72
|
66
|
| Recurring basis | Level 3 | Option model | Measurement Input, Correlation [Member] | Minimum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
(50)
|
(50)
|
| Recurring basis | Level 3 | Option model | Measurement Input, Correlation [Member] | Maximum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
100
|
100
|
| Recurring basis | Level 3 | Option model | Measurement Input, Correlation [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
70
|
56
|
| Recurring basis | Level 3 | Option model | Measurement Input, Fund gap risk [Member] | Minimum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
0
|
0
|
| Recurring basis | Level 3 | Option model | Measurement Input, Fund gap risk [Member] | Maximum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
3
|
2
|
| Recurring basis | Level 3 | Option model | Measurement Input, Fund gap risk [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
1
|
0
|
| Recurring basis | Level 3 | Option model | Measurement Input, Gap risk [Member] | Minimum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
0
|
|
| Recurring basis | Level 3 | Option model | Measurement Input, Gap risk [Member] | Maximum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
3
|
|
| Recurring basis | Level 3 | Option model | Measurement Input, Gap risk [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
1
|
|
| Recurring basis | Level 3 | Option model | Measurement Input, Volatility [Member] | Minimum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
0
|
3
|
| Recurring basis | Level 3 | Option model | Measurement Input, Volatility [Member] | Maximum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
163
|
158
|
| Recurring basis | Level 3 | Option model | Measurement Input, Volatility [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
16
|
30
|
| Recurring basis | Level 3 | Option model | Measurement Input, Unadjusted NAV [Member] | Minimum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
101
|
|
| Recurring basis | Level 3 | Option model | Measurement Input, Unadjusted NAV [Member] | Maximum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
440
|
|
| Recurring basis | Level 3 | Option model | Measurement Input, Unadjusted NAV [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
358
|
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] |
|
|
| Liabilities |
|
|
| Short-term borrowings |
SFr 24
|
SFr 58
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Minimum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
0
|
(4)
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Maximum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
181
|
992
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
51
|
722
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Minimum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
|
35
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Maximum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
|
40
|
| Recurring basis | Level 3 | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
|
39
|
| Recurring basis | Level 3 | Price |
|
|
| Liabilities |
|
|
| Short-term borrowings |
SFr 73
|
|
| Recurring basis | Level 3 | Price | Measurement Input, Price in percent [Member] | Minimum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
34
|
|
| Recurring basis | Level 3 | Price | Measurement Input, Price in percent [Member] | Maximum |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
120
|
|
| Recurring basis | Level 3 | Price | Measurement Input, Price in percent [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Short-term borrowings, measurement input |
94
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years |
|
|
| Liabilities |
|
|
| Long-term debt |
SFr 1,464
|
SFr 1,133
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model |
|
|
| Liabilities |
|
|
| Long-term debt |
|
SFr 1,051
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Buyback probability [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
50
|
50
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Buyback probability [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
100
|
100
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Buyback probability [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
72
|
66
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Correlation [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
(50)
|
(50)
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Correlation [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
100
|
100
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Correlation [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
69
|
55
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Fund gap risk [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
0
|
0
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Fund gap risk [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
3
|
2
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Fund gap risk [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
1
|
0
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Gap risk [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
0
|
0
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Gap risk [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
3
|
4
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Gap risk [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
1
|
1
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Volatility [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
0
|
0
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Volatility [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
163
|
158
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Volatility [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
16
|
24
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Unadjusted NAV [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
101
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Unadjusted NAV [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
440
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Option model | Measurement Input, Unadjusted NAV [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
358
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Valuation Technique, Discounted Cash Flow [Member] |
|
|
| Liabilities |
|
|
| Long-term debt |
|
SFr 48
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
35
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
189
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
52
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
25
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
25
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
25
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years |
|
|
| Liabilities |
|
|
| Long-term debt |
SFr 6,318
|
SFr 5,526
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model |
|
|
| Liabilities |
|
|
| Long-term debt |
SFr 5,813
|
SFr 3,961
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Buyback probability [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
50
|
50
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Buyback probability [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
100
|
100
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Buyback probability [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
72
|
66
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Credit Spread [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
3
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Credit Spread [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
92
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Credit Spread [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
75
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Correlation [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
(50)
|
(50)
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Correlation [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
100
|
100
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Correlation [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
75
|
55
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Fund gap risk [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
0
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Fund gap risk [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
3
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Fund gap risk [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
1
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Gap risk [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
0
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Gap risk [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
2
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Gap risk [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
0
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Mean reversion [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
(10)
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Mean reversion [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
0
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Mean reversion [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
(5)
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Volatility [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
0
|
0
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Volatility [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
163
|
158
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Volatility [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
19
|
21
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Unadjusted NAV [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
101
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Unadjusted NAV [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
440
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Option model | Measurement Input, Unadjusted NAV [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
358
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Valuation Technique, Discounted Cash Flow [Member] |
|
|
| Liabilities |
|
|
| Long-term debt |
|
SFr 1,380
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Valuation Technique, Discounted Cash Flow [Member] | Consolidation, Eliminations [Member] |
|
|
| Liabilities |
|
|
| Long-term debt |
SFr 474
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
(14)
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
481
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
58
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Consolidation, Eliminations [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
8
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Consolidation, Eliminations [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
702
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Consolidation, Eliminations [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
72
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
23
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
40
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
38
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Price |
|
|
| Liabilities |
|
|
| Long-term debt |
SFr 9
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Price | Measurement Input, Price in percent [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
26
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Price | Measurement Input, Price in percent [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
26
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Price | Measurement Input, Price in percent [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
26
|
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Market comparable |
|
|
| Liabilities |
|
|
| Long-term debt |
|
SFr 9
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Market comparable | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
27
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Market comparable | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
46
|
| Recurring basis | Level 3 | Long-term debt - of which structured notes over two years | Market comparable | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
|
27
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years |
|
|
| Liabilities |
|
|
| Long-term debt |
SFr 1,854
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Option model |
|
|
| Liabilities |
|
|
| Long-term debt |
SFr 382
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Option model | Measurement Input, Buyback probability [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
50
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Option model | Measurement Input, Buyback probability [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
100
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Option model | Measurement Input, Buyback probability [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
72
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Option model | Measurement Input, Correlation [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
16
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Option model | Measurement Input, Correlation [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
30
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Option model | Measurement Input, Correlation [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
24
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Option model | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
9
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Option model | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
9
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Option model | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
9
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Price |
|
|
| Liabilities |
|
|
| Long-term debt |
SFr 1,472
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Price | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
9
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Price | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
35
|
|
| Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years | Price | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Long-term debt, measurement input |
9
|
|
| Recurring basis | Level 3 | Long-term debt - of which high-trigger instruments |
|
|
| Liabilities |
|
|
| Long-term debt |
SFr 0
|
SFr 0
|
| Recurring basis | Level 3 | Debt securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
3
|
|
| Recurring basis | Level 3 | Debt securities | Debt securities issued by foreign governments |
|
|
| Liabilities |
|
|
| Trading liabilities |
0
|
|
| Recurring basis | Level 3 | Debt securities | Corporate debt securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
3
|
|
| Recurring basis | Level 3 | Equity securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
22
|
55
|
| Recurring basis | Level 3 | Short positions |
|
|
| Liabilities |
|
|
| Trading liabilities |
25
|
|
| Recurring basis | Level 3 | Derivative instruments |
|
|
| Liabilities |
|
|
| Trading liabilities |
2,784
|
4,191
|
| Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives |
|
|
| Liabilities |
|
|
| Trading liabilities |
26
|
169
|
| Recurring basis | Level 3 | Derivative instruments | Foreign exchange derivatives |
|
|
| Liabilities |
|
|
| Trading liabilities |
57
|
72
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives |
|
|
| Liabilities |
|
|
| Trading liabilities |
|
1,335
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Option model |
|
|
| Liabilities |
|
|
| Trading liabilities |
|
SFr 12
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Option model | Measurement Input, Credit Spread [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
13
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Option model | Measurement Input, Credit Spread [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
865
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Option model | Measurement Input, Credit Spread [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
250
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Option model | Measurement Input, Correlation [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
49
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Option model | Measurement Input, Correlation [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
50
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Option model | Measurement Input, Correlation [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
50
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] |
|
|
| Liabilities |
|
|
| Trading liabilities |
|
SFr 738
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
0
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
1,468
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Credit Spread [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
391
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Correlation [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
37
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Correlation [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
45
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Correlation [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
44
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Default Rate [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
0
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Default Rate [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
7
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Default Rate [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
3
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
6
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
19
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Discount Rate [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
14
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Funding spread [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
55
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Funding spread [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
183
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Funding spread [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
120
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Loss Severity [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
0
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Loss Severity [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
100
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Loss Severity [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
68
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Prepayment Rate [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
0
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Prepayment Rate [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
9
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Prepayment Rate [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
7
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
12
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
81
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Valuation Technique, Discounted Cash Flow [Member] | Measurement Input, Recovery rate [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
38
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Market comparable |
|
|
| Liabilities |
|
|
| Trading liabilities |
|
SFr 520
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Market comparable | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
84
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Market comparable | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
116
|
| Recurring basis | Level 3 | Derivative instruments | Credit derivatives | Market comparable | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
|
99
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products |
|
|
| Liabilities |
|
|
| Trading liabilities |
1,787
|
SFr 2,010
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model |
|
|
| Liabilities |
|
|
| Trading liabilities |
SFr 1,696
|
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Buyback probability [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
50
|
50
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Buyback probability [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
100
|
100
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Buyback probability [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
72
|
66
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Correlation [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
(50)
|
(50)
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Correlation [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
100
|
100
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Correlation [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
67
|
58
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Volatility [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
(1)
|
(2)
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Volatility [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
163
|
158
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Volatility [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
17
|
27
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Unadjusted NAV [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
101
|
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Unadjusted NAV [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
440
|
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Unadjusted NAV [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
358
|
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Dividend yield [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
0
|
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Dividend yield [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
7
|
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Option model | Measurement Input, Dividend yield [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
4
|
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Price |
|
|
| Liabilities |
|
|
| Trading liabilities |
SFr 63
|
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Vendor price | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
0
|
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Vendor price | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
849
|
|
| Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products | Vendor price | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Trading liabilities, measurement input |
2
|
|
| Nonrecurring basis |
|
|
| Liabilities |
|
|
| Other liabilities |
SFr 21
|
SFr 14
|
| Other liabilities of which commitments held-for-sale |
21
|
14
|
| Total liabilities at fair value |
21
|
14
|
| Nonrecurring basis | Level 3 |
|
|
| Liabilities |
|
|
| Other liabilities |
21
|
14
|
| Other liabilities of which commitments held-for-sale |
21
|
14
|
| Total liabilities at fair value |
SFr 21
|
SFr 14
|
| Nonrecurring basis | Level 3 | Other liabilities - of which failed sales | Market comparable | Measurement Input, Price Volatility [Member] | Minimum |
|
|
| Liabilities |
|
|
| Other Liabilities, commitments held-for-sale, measurement input |
80
|
83
|
| Nonrecurring basis | Level 3 | Other liabilities - of which failed sales | Market comparable | Measurement Input, Price Volatility [Member] | Maximum |
|
|
| Liabilities |
|
|
| Other Liabilities, commitments held-for-sale, measurement input |
97
|
98
|
| Nonrecurring basis | Level 3 | Other liabilities - of which failed sales | Market comparable | Measurement Input, Price Volatility [Member] | Weighted average |
|
|
| Liabilities |
|
|
| Other Liabilities, commitments held-for-sale, measurement input |
83
|
89
|
| Bank |
|
|
| Liabilities |
|
|
| Due to banks |
SFr 477
|
SFr 413
|
| Customer deposits |
3,700
|
4,343
|
| Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |
13,307
|
13,688
|
| Obligation to return securities received as collateral |
15,017
|
50,773
|
| Trading liabilities |
27,539
|
45,871
|
| Short-term borrowings |
10,690
|
10,740
|
| Long-term debt |
67,788
|
70,243
|
| Other liabilities |
2,568
|
7,756
|
| Bank | Recurring basis |
|
|
| Liabilities |
|
|
| Due to banks |
477
|
413
|
| Customer deposits |
3,700
|
4,343
|
| Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |
13,307
|
13,688
|
| Obligation to return securities received as collateral |
15,017
|
50,773
|
| Trading liabilities |
27,539
|
45,871
|
| Short-term borrowings |
10,690
|
10,740
|
| Long-term debt |
67,788
|
70,243
|
| Other liabilities |
2,568
|
7,756
|
| Total liabilities at fair value |
141,086
|
203,827
|
| Bank | Recurring basis | Long-term debt - of which structured notes over one year and up to two years |
|
|
| Liabilities |
|
|
| Long-term debt |
12,500
|
12,920
|
| Bank | Recurring basis | Long-term debt - of which structured notes over two years |
|
|
| Liabilities |
|
|
| Long-term debt |
30,486
|
33,856
|
| Bank | Recurring basis | Long-term debt - of which other debt instruments over two years |
|
|
| Liabilities |
|
|
| Long-term debt |
5,077
|
|
| Bank | Recurring basis | Long-term debt - of which high-trigger instruments |
|
|
| Liabilities |
|
|
| Long-term debt |
10,708
|
10,627
|
| Bank | Recurring basis | Long-term debt - of which other subordinated bonds |
|
|
| Liabilities |
|
|
| Long-term debt |
7,133
|
|
| Bank | Recurring basis | Debt securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
7,677
|
|
| Bank | Recurring basis | Debt securities | Debt securities issued by foreign governments |
|
|
| Liabilities |
|
|
| Trading liabilities |
3,635
|
|
| Bank | Recurring basis | Debt securities | Corporate debt securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
3,955
|
|
| Bank | Recurring basis | Equity securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
9,016
|
20,694
|
| Bank | Recurring basis | Short positions |
|
|
| Liabilities |
|
|
| Trading liabilities |
16,693
|
|
| Bank | Recurring basis | Derivative instruments |
|
|
| Liabilities |
|
|
| Trading liabilities |
10,846
|
17,745
|
| Bank | Recurring basis | Level 3 |
|
|
| Liabilities |
|
|
| Due to banks |
0
|
0
|
| Customer deposits |
394
|
448
|
| Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions |
0
|
0
|
| Obligation to return securities received as collateral |
14
|
101
|
| Trading liabilities |
2,809
|
4,246
|
| Short-term borrowings |
1,032
|
701
|
| Long-term debt |
9,676
|
7,286
|
| Other liabilities |
517
|
1,250
|
| Total liabilities at fair value |
14,442
|
14,032
|
| Bank | Recurring basis | Level 3 | Long-term debt - of which structured notes over one year and up to two years |
|
|
| Liabilities |
|
|
| Long-term debt |
1,464
|
1,133
|
| Bank | Recurring basis | Level 3 | Long-term debt - of which structured notes over two years |
|
|
| Liabilities |
|
|
| Long-term debt |
6,318
|
5,526
|
| Bank | Recurring basis | Level 3 | Long-term debt - of which other debt instruments over two years |
|
|
| Liabilities |
|
|
| Long-term debt |
1,854
|
|
| Bank | Recurring basis | Level 3 | Long-term debt - of which high-trigger instruments |
|
|
| Liabilities |
|
|
| Long-term debt |
0
|
0
|
| Bank | Recurring basis | Level 3 | Long-term debt - of which other subordinated bonds |
|
|
| Liabilities |
|
|
| Long-term debt |
0
|
|
| Bank | Recurring basis | Level 3 | Debt securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
3
|
|
| Bank | Recurring basis | Level 3 | Debt securities | Debt securities issued by foreign governments |
|
|
| Liabilities |
|
|
| Trading liabilities |
0
|
|
| Bank | Recurring basis | Level 3 | Debt securities | Corporate debt securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
3
|
|
| Bank | Recurring basis | Level 3 | Equity securities |
|
|
| Liabilities |
|
|
| Trading liabilities |
22
|
55
|
| Bank | Recurring basis | Level 3 | Short positions |
|
|
| Liabilities |
|
|
| Trading liabilities |
25
|
|
| Bank | Recurring basis | Level 3 | Derivative instruments |
|
|
| Liabilities |
|
|
| Trading liabilities |
2,784
|
4,191
|
| Bank | Recurring basis | Level 3 | Derivative instruments | Interest rate derivatives |
|
|
| Liabilities |
|
|
| Trading liabilities |
26
|
169
|
| Bank | Recurring basis | Level 3 | Derivative instruments | Foreign exchange derivatives |
|
|
| Liabilities |
|
|
| Trading liabilities |
57
|
72
|
| Bank | Recurring basis | Level 3 | Derivative instruments | Credit derivatives |
|
|
| Liabilities |
|
|
| Trading liabilities |
|
1,335
|
| Bank | Recurring basis | Level 3 | Derivative instruments | Equity/Index-related products |
|
|
| Liabilities |
|
|
| Trading liabilities |
1,787
|
2,010
|
| Bank | Nonrecurring basis |
|
|
| Liabilities |
|
|
| Other liabilities |
21
|
14
|
| Other liabilities of which commitments held-for-sale |
21
|
14
|
| Total liabilities at fair value |
21
|
14
|
| Bank | Nonrecurring basis | Level 3 |
|
|
| Liabilities |
|
|
| Other liabilities |
21
|
14
|
| Other liabilities of which commitments held-for-sale |
21
|
14
|
| Total liabilities at fair value |
SFr 21
|
SFr 14
|