Capital adequacy (Tables)
 12 Months Ended
Dec. 31, 2021
BIS statistics
Swiss metrics
end of 2021 2020
Swiss capital (CHF million)   
Swiss CET1 capital 38,529 35,351
Going concern capital 54,372 51,192
Gone concern capital 1 46,648 41,852
Total loss-absorbing capacity (TLAC) 101,020 93,044
Swiss risk-weighted assets and leverage exposure (CHF million)   
Swiss risk-weighted assets 268,418 275,576
Leverage exposure 889,137 812,996 2
Swiss capital ratios (%)   
Swiss CET1 ratio 14.4 12.8
Going concern capital ratio 20.3 18.6
Gone concern capital ratio 17.4 15.2
TLAC ratio 37.6 33.8
Swiss leverage ratios (%)   
Swiss CET1 leverage ratio 4.3 4.3
Going concern leverage ratio 6.1 6.3
Gone concern leverage ratio 5.2 5.1 3
TLAC leverage ratio 11.4 11.4
Swiss capital ratio requirements (%)   
Swiss CET1 ratio requirement 10.0 10.0
Going concern capital ratio requirement 14.3 14.3
Gone concern capital ratio requirement 14.3 14.3
TLAC ratio requirement 28.6 28.6
Swiss leverage ratio requirements (%)   
Swiss CET1 leverage ratio requirement 3.5 3.5
Going concern leverage ratio requirement 5.0 5.0
Gone concern leverage ratio requirement 5.0 5.0
TLAC leverage ratio requirement 10.0 10.0
1
Amounts are shown on a look-through basis. Certain tier 2 instruments and their related tier 2 amortization components are subject to phase out through 2022. As of 2021 and 2020, gone concern capital was CHF 46,897 million and CHF 42,198 million, including CHF 249 million and CHF 346 million, respectively, of such instruments.
2
Excludes CHF 110,677 million of cash held at central banks, after adjusting for the dividend paid in 2020.
3
The gone concern ratio would have been 4.5%, if calculated using a leverage exposure of CHF 923,673 million, without the temporary exclusion of cash held at central banks, after adjusting for the dividend paid in 2020, of CHF 110,677 million.
Bank  
BIS statistics
Swiss metrics
end of 2021 2020
Swiss capital (CHF million)   
Swiss CET1 capital 44,185 40,691
Going concern capital 1 59,110 55,648
Gone concern capital 41,316 41,857
Total loss-absorbing capacity (TLAC) 100,426 97,505
Swiss risk-weighted assets and leverage exposure (CHF million)   
Swiss risk-weighted assets 267,558 276,157
Leverage exposure 895,810 806,005 2
Swiss capital ratios (%)   
Swiss CET1 ratio 16.5 14.7
Going concern capital ratio 22.1 20.2
Gone concern capital ratio 15.4 15.2
TLAC ratio 37.5 35.3
Swiss leverage ratios (%)   
Swiss CET1 leverage ratio 4.9 5.0
Going concern leverage ratio 6.6 6.9
Gone concern leverage ratio 4.6 5.2 3
TLAC leverage ratio 11.2 12.1
Swiss capital ratio requirements (%)   
Swiss CET1 ratio requirement 10.0 10.0
Going concern capital ratio requirement 14.3 14.3
Gone concern capital ratio requirement 14.3 14.3
TLAC ratio requirement 28.6 28.6
Swiss leverage ratio requirements (%)   
Swiss CET1 leverage ratio requirement 3.5 3.5
Going concern leverage ratio requirement 5.0 5.0
Gone concern leverage ratio requirement 5.0 5.0
TLAC leverage ratio requirement 10.0 10.0
1
Amounts are shown on a look-through basis. Certain tier 2 instruments and their related tier 2 amortization components are subject to phase out through 2022. As of 2021 and 2020, gone concern capital was CHF 41,565 million and CHF 42,203 million, including CHF 249 million and CHF 346 million, respectively, of such instruments.
2
Excludes CHF 124,218 million of cash held at central banks, after adjusting for the dividend paid in 2020.
3
The gone concern ratio would have been 4.5%, if calculated using a leverage exposure of CHF 930,223 million, without the temporary exclusion of cash held at central banks, after adjusting for the dividend paid in 2020, of CHF 124,218 million.