Investment securities (Tables)
|
12 Months Ended |
Dec. 31, 2021 |
|---|
| Investment securities |
|
end of
|
|
2021
|
|
2020
|
|
|
Investment securities (CHF million)
|
|
Debt securities available-for-sale
|
|
1,005
|
|
607
|
|
|
Total investment securities
|
|
1,005
|
|
607
|
|
|
| Investment securities by type |
Investment securities by type
|
|
|
2021
|
|
2020
|
|
end of
|
|
Amortized
cost
|
|
Gross
unrealized
gains
|
|
Gross
unrealized
losses
|
|
Fair
value
|
|
Amortized
cost
|
|
Gross
unrealized
gains
|
|
Gross
unrealized
losses
|
|
Fair
value
|
|
|
Investment securities by type (CHF million)
|
|
Swiss federal, cantonal or local government entities
|
|
2
|
|
0
|
|
0
|
|
2
|
|
3
|
|
0
|
|
0
|
|
3
|
|
|
Corporate debt securities
|
|
1,011
|
|
0
|
|
8
|
|
1,003
|
|
593
|
|
11
|
|
0
|
|
604
|
|
|
Debt securities available-for-sale
|
|
1,013
|
|
0
|
|
8
|
|
1,005
|
|
596
|
|
11
|
|
0
|
|
607
|
|
|
| Gross unrealized losses on investment securities and the related fair value |
Gross unrealized losses on debt securities and the related fair value
|
|
|
Less than 12 months
|
|
12 months or more
|
|
Total
|
|
end of
|
|
Fair
value
|
|
Gross
unrealized
losses
|
|
Fair
value
|
|
Gross
unrealized
losses
|
|
Fair
value
|
|
Gross
unrealized
losses
|
|
|
2021 (CHF million)
|
|
Corporate debt securities
|
|
683
|
|
8
|
|
0
|
|
0
|
|
683
|
|
8
|
|
|
Debt securities available-for-sale
|
|
683
|
|
8
|
|
0
|
|
0
|
|
683
|
|
8
|
|
|
| Proceeds from sales, realized gains and realized losses from available-for-sale securities |
Proceeds from sales, realized gains and realized losses from debt securities available-for-sale
|
in
|
|
2021
|
|
2020
|
|
2019
|
|
|
Sales of debt securities available-for-sale (CHF million)
|
|
Proceeds from sales
|
|
0
|
|
629
|
|
6
|
|
|
Realized gains
|
|
0
|
|
42
|
|
0
|
|
|
| Amortized cost, fair value and average yield of debt securities |
Amortized cost, fair value and average yield of debt securities
end of
|
|
Amortized
cost
|
|
Fair
value
|
|
Average
yield
(in %)
|
|
|
2021 (CHF million, except where indicated)
|
|
Due within 1 year
|
|
154
|
|
154
|
|
0.03
|
|
|
Due from 1 to 5 years
|
|
95
|
|
95
|
|
0.05
|
|
|
Due from 5 to 10 years
|
|
764
|
|
756
|
|
0.07
|
|
|
Debt securities available-for-sale
|
|
1,013
|
|
1,005
|
|
0.06
|
|
|
| Bank |
|
| Investment securities |
|
end of
|
|
2021
|
|
2020
|
|
|
Investment securities (CHF million)
|
|
Debt securities available-for-sale
|
|
1,003
|
|
605
|
|
|
Total investment securities
|
|
1,003
|
|
605
|
|
|
| Investment securities by type |
Investment securities by type
|
|
|
2021
|
|
2020
|
|
end of
|
|
Amortized
cost
|
|
Gross
unrealized
gains
|
|
Gross
unrealized
losses
|
|
Fair
value
|
|
Amortized
cost
|
|
Gross
unrealized
gains
|
|
Gross
unrealized
losses
|
|
Fair
value
|
|
|
Investment securities by type (CHF million)
|
|
Swiss federal, cantonal or local government entities
|
|
0
|
|
0
|
|
0
|
|
0
|
|
1
|
|
0
|
|
0
|
|
1
|
|
|
Corporate debt securities
|
|
1,011
|
|
0
|
|
8
|
|
1,003
|
|
594
|
|
10
|
|
0
|
|
604
|
|
|
Debt securities available-for-sale
|
|
1,011
|
|
0
|
|
8
|
|
1,003
|
|
595
|
|
10
|
|
0
|
|
605
|
|
|
| Proceeds from sales, realized gains and realized losses from available-for-sale securities |
Gross unrealized losses on debt securities and related fair value
|
|
|
Less than 12 months
|
|
12 months or more
|
|
Total
|
|
end of
|
|
Fair
value
|
|
Gross
unrealized
losses
|
|
Fair
value
|
|
Gross
unrealized
losses
|
|
Fair
value
|
|
Gross
unrealized
losses
|
|
|
2021 (CHF million)
|
|
Corporate debt securities
|
|
683
|
|
8
|
|
0
|
|
0
|
|
683
|
|
8
|
|
|
Debt securities available-for-sale
|
|
683
|
|
8
|
|
0
|
|
0
|
|
683
|
|
8
|
|
Proceeds from sales, realized gains and realized losses from debt securities available-for-sale
|
in
|
|
2021
|
|
2020
|
|
|
Sales of debt securities available-for-sale (CHF million)
|
|
Proceeds from sales
|
|
0
|
|
629
|
|
|
Realized gains
|
|
0
|
|
42
|
|
Amortized cost, fair value and average yield of debt securities
end of 2021
|
|
Amortized
cost
|
|
Fair
value
|
|
Average
yield
(in %)
|
|
|
Due within 1 year
|
|
154
|
|
154
|
|
0.03
|
|
|
Due from 1 to 5 years
|
|
93
|
|
93
|
|
0.02
|
|
|
Due from 5 to 10 years
|
|
764
|
|
756
|
|
0.07
|
|
|
Debt securities available-for-sale
|
|
1,011
|
|
1,003
|
|
0.06
|
|
|