31.03.2019 | Basel III | Liquidity Coverage Ratio (LCR)
|
Assets
|
Liabilities
|
Working Capital Ratio (WCR)
|
Liquidity Coverage Ratio (LCR)
|
||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Business |
bn CHF
|
bn CHF
|
Mar 2019
|
Dec 2018
|
Sep 2018
|
Mar 2019
|
Dec 2018
|
Sep 2018
|
|||||
| Corporate Banking | Derivatives |
0.1
|
0.1
|
Derivatives |
1.66
|
1.63
|
1.64
|
118%
|
114%
|
115%
|
|||
| Other assets |
0.3
|
0.3
|
Other liabilities | ||||||||||
| Overdraft |
0.3
|
0.1
|
Sight deposit | ||||||||||
| Term loans |
0.3
|
0.1
|
Term deposit | ||||||||||
| Global Markets | HQLA |
0.4
|
0.1
|
Other liabilities |
3.5
|
3.55
|
3.53
|
107%
|
110%
|
109%
|
|||
| NHQLA |
0.3
|
0.1
|
Short sales | ||||||||||
| WM | Derivatives |
0.3
|
0.1
|
Derivatives |
3
|
3.3
|
3.1
|
108%
|
111%
|
110%
|
|||
| Other assets |
0.3
|
0.1
|
Other liabilities | ||||||||||
| Overdraft |
0.3
|
0.1
|
Sight deposit | ||||||||||
| Term loans |
0.3
|
0.1
|
Term deposit | ||||||||||
| WM 2 | Derivatives |
0.1
|
0.05
|
Derivatives |
2
|
2.22
|
2.24
|
97%
|
101%
|
102%
|
|||
| Other assets |
0.1
|
0.05
|
Other liabilities | ||||||||||
| Overdraft |
0.1
|
0.05
|
Sight deposit | ||||||||||
| Term loans |
0.1
|
0.05
|
Term deposit | ||||||||||
| Treasury | Loans |
0.3
|
0.1
|
Borrowings |
3
|
3.62
|
3.61
|
95%
|
98%
|
99%
|
|||
| HQLA |
0.3
|
0.1
|
|||||||||||
| NHQLA |
0.3
|
0.1
|
|||||||||||
| Structural (ALM & Corporate Center) | Loans |
0.2
|
0.1
|
Borrowings |
2
|
2.1
|
1.9
|
128%
|
127%
|
126%
|
|||
| HQLA |
0.2
|
0.1
|
Working capital | ||||||||||
| NHQLA |
0.2
|
0.1
|
Other forms of equity | ||||||||||
| Total |
5.1
|
2.1
|
-
|
-
|
-
|
-
|
-
|
-
|
|||||