{"text_format":"3","workbook":"xlsx","n_sheets":23,"sheets":["Cover","Intro","1 CC1","2 CC2","3 OVA","4 OV1","7 LIA","8 CRA","9 CR1","10 CR2","12 CRC","13 CR3","14 CRD","23 CCRA","26 CCR3","37 MRA","39 MR1","43 OpRisk","44 IRRBB-A","45 CCA","46 LR1","47 LR2","48 LIQ1"],"not_rendered":{"images":2,"defined_names":1787},"read":"whole","date_system":"1900"}

{"sheet":"Cover","index":0,"n_rows":1,"n_cols":2,"rows_kept":1}
[".","."]

{"sheet":"Intro","index":1,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"1 CC1","index":2,"n_rows":52,"n_cols":4,"rows_kept":52,"merged":[[1,2,1,3]]}
[]
[null,"  Table 1 : Composition of eligible capital / reconciliation "]
[null,"  Balance-sheet (in 1'000 CHF)","  According to the accounting\nrules and regulatory \n  scope of consolidation ","  References to table 2"]
[null,"  Assets"]
[null,"  Liquid assets",{"v":6287884.319,"d":"6,287,884"}]
[null,"  Amounts due from banks",{"v":1658744.82,"d":"1,658,745"}]
[null,"  Amounts due from securities financing transactions",{"v":1015678.9500000001,"d":"1,015,679"}]
[null,"  Amounts due from customers",{"v":3074590.533,"d":"3,074,591"}]
[null,"  Mortgage loans",{"v":235921.057,"d":"235,921"}]
[null,"  Trading portfolio assets",{"v":3991224.705,"d":"3,991,225"}]
[null,"  Positive replacement values of derivative financial instruments",{"v":243885.361,"d":"243,885"}]
[null,"  Other financial instruments at fair value",{"v":3490908.51,"d":"3,490,909"}]
[null,"  Financial investments",{"v":1788902.497,"d":"1,788,902"}]
[null,"  Accrued income and prepaid expenses",{"v":152676.797,"d":"152,677"}]
[null,"  Participations",{"v":925.912,"d":"926"}]
[null,"  Tangible fixed assets",{"v":159725.426,"d":"159,725"}]
[null,"  Intangible assets",{"v":291059.102,"d":"291,059"}]
[null,"     Of which goodwill",{"v":226848.607,"d":"226,849"},1]
[null,"     Of which other intangible assets",{"v":64210.495,"d":"64,210"},2]
[null,"  Other assets",{"v":511610.027,"d":"511,610"}]
[null,"     Of which deferred taxes depending on future revenues",{"v":20074.559,"d":"20,075"},3]
[null,"     Of which defined-benefit pension fund net assets",{"v":29829.4,"d":"29,829"},4]
[null,"  Capital not paid in"]
[null,"  Total assets",{"v":22903738.016,"d":"22,903,738"}]
[null,"  Liabilities"]
[null,"  Amounts due to banks",{"v":1221319.121,"d":"1,221,319"}]
[null,"  Liabilities from securities financing transactions",0]
[null,"  Amounts due in respect of customer deposits",{"v":9758167.941,"d":"9,758,168"}]
[null,"  Trading portfolio liabilities",{"v":158184.417,"d":"158,184"}]
[null,"  Negative replacement values of derivative financial instruments",{"v":725583.684,"d":"725,584"}]
[null,"  Liabilities from other financial instruments at fair value",{"v":8451269.245,"d":"8,451,269"}]
[null,"  Cash bonds"]
[null,"  Bond issues and central mortgage institution loans"]
[null,"  Accrued expenses and deferred income",{"v":335734.451,"d":"335,734"}]
[null,"  Other liabilities",{"v":592333.38,"d":"592,333"}]
[null,"  Provisions",{"v":40609.449,"d":"40,609"}]
[null,"     Of which deferred tax on goodwill"]
[null,"     Of which deferred tax on other intangible assets"]
[null,"  Total Liabilities",{"v":21283201.688,"d":"21,283,202"}]
[null,"     Of which subordinated loans, eligible for  Tier 2 capital (T2)"]
[null,"     Of which subordinated loans, eligible for  additional Tier 1 capital (AT1)"]
[null,"  Equity"]
[null,"  Reserves for general banking risks"]
[null,"  Capital",{"v":56875,"d":"56,875"}]
[null,"     Of which eligible for CET1",{"v":56875,"d":"56,875"},5]
[null,"     Of which eligible for AT1"]
[null,"  Legal reserves/Voluntary retained earnings reserve/Profit- Loss carried forward/Profit- Loss of period",{"v":1643260.042,"d":"1,643,260"}]
[null,"  (Own shares)",{"v":-79598.717,"d":"-79,599"},6]
[null,"  Minority interests",{"v":0.004,"d":"0"}]
[null,"   Of which eligible for CET1"]
[null,"   Of which eligible for AT1"]
[null,"  Total own funds",{"v":1620536.329,"d":"1,620,536"}]

{"sheet":"2 CC2","index":3,"n_rows":121,"n_cols":5,"rows_kept":121,"merged":[[1,1,1,4],[2,1,2,2],[3,1,3,2],[3,3,3,4],[4,1,4,4],[39,1,39,4],[72,1,72,4],[96,1,96,4],[111,1,111,4],[116,1,116,4],[121,1,121,4]]}
[]
[null,"  Table 2 : Composition of eligible regulatory capital / Presentation of  eligible regulatory capital"]
[null,"  (in 1'000 CHF)",null,"  Net amounts (after consideration \n  of the transitional \n  provisions)","  References \nto table 1"]
[{"$nulls":3},"2017-12-31"]
[null,"  Common Equity Tier 1 (CET1)"]
[null,"  1","  Issued fully paid-up capital, fully eligible",{"v":56875,"d":"56,875"},5]
[null,"  2","  Retained earnings reserve, incl. Reserves for general banking risks(3) / Retained earning - loss / accumulated profit - loss",{"v":1854744.155,"d":"1,854,744"}]
[null,"  3","  capital reserves / foreign currency translation reserves (+/-)",{"v":-211484.113,"d":"-211,484"}]
[null,"  4","  Issued fully paid-up capital, transitory recognised (phase out)"]
[null,"  5","  Minority interests",{"v":0.004,"d":"0"}]
[null,"  6","  = Common Equity Tier 1 (CET1)  before adjustments",{"v":1700135.0459999999,"d":"1,700,135"}]
[null,null,"  Adjustments referring to Common Equity Tier 1"]
[null,"  7","  Prudential valuation adjustments"]
[null,"  8","  Goodwill (net of related tax liability)",{"v":-226848.607,"d":"-226,849"},1]
[null,"  9","  Other intangible assets other than mortgage-servicing rights (net of related tax liability)",{"v":-64210.5,"d":"-64,211"},2]
[null,"  10","  Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability)",{"v":-20074.6,"d":"-20,075"},3]
[null,"  11","  Cash-flow hedge reserve (-/+)"]
[null,"  12","  Shortfall of provisions to expected losses"]
[null,"  13","  Securitisation gain on sale (as set out in paragraph 562 of Basel II framework)"]
[null,"  14","  Gains and losses due to changes in own credit risk on fair valued liabilities",607]
[null,"  15","  Defined-benefit pension fund net assets",{"v":-29829.4,"d":"-29,829"},4]
[null,"  16","  Investments in own shares (if not already netted off paid-in capital on reported balance sheet)",{"v":-79598.717,"d":"-79,599"},6]
[null,"  17","  Reciprocal cross-holdings in common equity"]
[null,"  17a","  Qualified participations, where a controlling influence exists together with other owners (CET1-Instruments)"]
[null,"  17b","  Participations to be consolidated (CET1-Instruments)"]
[null,"  18","  Not qualified participations in the financial segments (max 10%) (Amount exceeding treshold 1) (CET1-Instruments)"]
[null,"  19","  Other qualified particiapations in the financing segement (Amount exceeding treshold 2) (CET1-Instruments)"]
[null,"  20","  Mortgage servicing rights (amount above threshold 2)"]
[null,"  21","  Deferred tax assets arising from temporary differences (amount above threshold 2, net of related tax liability)"]
[null,"  22","  Amount exceeding the threshold 3 (15%)"]
[null,"  23","     of which: significant investments in the common stock of financials"]
[null,"  24","     of which: mortgage servicing rights"]
[null,"  25","     of which: deferred tax assets arising from temporary differences"]
[null,"  26","  Expected loss for investments  based on the PD/LGD-approach"]
[null,"  26a","  Further adjustments for financial statements with generally accepted international accounting standards",{"v":-4127,"d":"-4,127"}]
[null,"  26b","  Further deductions",{"v":-177440.5,"d":"-177,441"}]
[null,"  27","  Amount of AT1 deductions, which exceeds the AT1-capital"]
[null,"  28","  = Sum of CET1-Adjustments",{"v":-601522.324,"d":"-601,522"}]
[null,"  29","  = Common Equity Tier 1 (net CET1)",{"v":1098612.7219999998,"d":"1,098,613"}]
[null,"  Additional Tier 1 Capital (AT1)"]
[null,"  30","  Directly issued qualifying Additional Tier 1 instruments plus related stock surplus",0]
[null,"  31","     of which: classified as equity under applicable accounting standards",0]
[null,"  32","     of which: classified as liabilities under applicable accounting standards",0]
[null,"  33","  Directly issued capital instruments subject to phase out from Additional Tier 1"]
[null,"  34","  Minority interests eligible for AT1"]
[null,"  35","     of which : transitorily recognised"]
[null,"  36","  = Sum of additional Tier 1 capital (AT1), before adjustments",0]
[null,null,"  Adjustments of additional Tier 1 capital"]
[null,"  37","  Net long position in own AT1 instruments",0]
[null,"  38","  Reciprocal cross-holdings (AT1-Instruments)",0]
[null,"  38a","  Qualified investments with where a dominant influence is executed together with other owners (AT1-Instruments)"]
[null,"  38b","  Holding in companies which are consolidated (9) (AT1-Instruments)",0]
[null,"  39","  Non-qualifying holdings (max. 10%) in financial sector (amount exceeding treshold 1) (AT1-Instruments)",0]
[null,"  40","  Other qualifying holdings in financial sector (AT1-Instruments)",0]
[null,"  41","  Other deductions"]
[null,"  42","  Amount of T2 deductions, which exceed the T2-capital",0]
[null,null,"  TIER 1-ADJUSTMENTS BASED ON TRANSITIONAL PROVISONS ",0]
[null,null,"     OF WHICH : VALUE ADJUSTMENTS DUE TO THE REQUIREMENT FOR PRUDENT VALUATION",0]
[null,null,"     OF WHICH : OWN CET1-INSTRUMENTS"]
[null,null,"     OF WHICH : GOODWILL (NET OF RELATED TAX LIABILITIES)"]
[null,null,"     OF WHICH : OTHER INTANGIBLES (NET OF RELATED TAX LIABILITIES)"]
[null,null,"     OF WHICH : CASH FLOW HEDGE RESERVES"]
[null,null,"     OF WHICH : IRB-SHORTFALLS"]
[null,null,"     OF WHICH : SECURITISATION GAIN ON SALE"]
[null,null,"     OF WHICH : PROFIT / (LOSS) BASED ON OWN CREDIT RISK"]
[null,null,"     OF WHICH : FOR INVESTMENTS"]
[null,null,"     OF WHICH : FOR EXPECTED LOSS FOR INVESTMENTS BASED ON THE PD/LGD-APPROACH"]
[null,null,"     OF WHICH : FOR MORTGAGE SERVICE RIGHTS"]
[null,"  42a","  Sureplus of deductions to be allocated to CET1-capital"]
[null,"  43","  =Sum of AT1-Adjustments",0]
[null,"  44","  = additional Tier 1 capital (AT1)",0]
[null,"  45","  Tier 1 capital (T1 = CET1 + AT1)",{"v":1098612.7219999998,"d":"1,098,613"}]
[null,"  Eligible Tier 2 Capital (T2)"]
[null,"  46","  Directly issued qualifying Tier 2 instruments plus related stock surplus"]
[null,"  47","  Directly issued capital instruments subject to phase out from Tier 2"]
[null,"  48","  Minority interests eligible for T2"]
[null,"  49","  Of which : transitorily recognised (phase out)"]
[null,"  50","  Value adjsutments; Provisions and losses due to reasons of prudence (12); forced reserves on financial investments",0]
[null,"  51","  Eligible Tier 2 capital (T2) before adjustments",0]
[null,null,"  Adjustments of Tier 2 capital"]
[null,"  52","  Net long position in own T2 instruments"]
[null,"  53","  Reciprocal cross-holdings (T2- Instruments)"]
[null,"  53a","  Qualified investments with where a dominant influence is executed together with other owners (T2-Instruments)"]
[null,"  53b","  Holding in companies which are consolidated (T2-Instruments)"]
[null,"  54","  Non-qualifying holdings (max. 10%) in financial sector (amount exceeding treshold 1) (T2-Instruments)"]
[null,"  55","  Other qualifying holdings in financial sector (T2-Instruments)"]
[null,"  56","  Other deductions"]
[null,null,"  ADDITIONAL DEDUCTIONS BASED ON TRANSITIONAL PROVISONS (FURTHER „DEDUCTIONS HALF AMOUNT“ OF EACH)"]
[null,null,"  OF WHICH : …… "]
[null,"  56a","  Sureplus of deductions to be allocated to AT1-capital",0]
[null,"  57","  = sum of T2 Adjustments",0]
[null,"  58","  = Tier 2 capital (T2)",0]
[null,"  59","  = Total regulatory capital (TC = T1 + T2)",{"v":1098612.992972,"d":"1,098,613"}]
[null,null,"  AMOUNTS WITH RISK WEIGHTING BASED ON TRANSITIONAL PROVISIONS"]
[null,null,"  OF WHICH : ….. "]
[null,"  60","  Total risk weighted assets",{"v":5955572.274750001,"d":"5,955,572"}]
[null,"  Capital Ratios"]
[null,"  61","  Common Equity Tier 1 (as a percentage of risk weighted assets) para 29",{"v":0.18446803620498697,"d":"18.45%"}]
[null,"  62","  Tier 1 (as a percentage of risk weighted assets) para 45",{"v":0.18446803620498697,"d":"18.45%"}]
[null,"  63","  Total capital (as a percentage of risk weighted assets) para 59","18.45%"]
[null,"  64","  CET1-Requirements according to Basle minimum standard (Minimum requirements + capital conservation buffer + capital buffer for tbtf banks)","5.773%"]
[null,"  65","  Of which : capital conservation buffer according to Basle minimum standard (in % of risk weighted position)","1.25%"]
[null,"  66","  Of which : countercyclical buffer according to Basle minimum standard (in % of risk weighted position)","0.023%"]
[null,"  67","  Of which : capital conservation buffer according to Basle minimum standard (in % of risk weighted positions)","n/a"]
[null,"  68","  Common Equity Tier 1 available to meet buffers according to Basle minimum standards (as a percentage of risk weighted assets)","14.9468%"]
[null,"  68a","  Common Equity Tier 1 according to CAO plus countercyclical buffer (in % of risk weightet positions)","7.823%"]
[null,"  68b","  Available Common Equity Tier 1 (CET1) (in % of risk weighted positions)","14.2468%"]
[null,"  68c","  Tier 1 minimum ratio according CAO plus countercyclical buffer (in % of risk weighted positions)","9.623%"]
[null,"  68d","  Available Tier 1 (in % of risk weighted positions)","16.0468%"]
[null,"  68e","  Total requirement of regulatory capital according to CAO plus countercyclical buffer (in % of risk weighted positions)","12.023%"]
[null,"  68f","  Available regulatory capital (in % of risk weighted positions)","18.45%"]
[null,"  Amounts below treshold for deductions (before risk weighting)"]
[null,"  72","  Non-qualifying holdings in financial sector"]
[null,"  73","  other qualifying holdings in financial sector",0]
[null,"  74","  Mortgage servicing rights"]
[null,"  75","  Other deferred tax"]
[null,"  Applicable caps on the inclusion of provisions in Tier 2"]
[null,"  76","  Provisions eligible for inclusion in Tier 2 in respect of exposures subject to standardised approach BIS",0]
[null,"  77","  Cap on inclusion of provisions in Tier 2 under standardised approach BIS",{"v":21629.289334687503,"d":"21,629"}]
[null,"  78","  Provisions eligible for inclusion in Tier 2 in respect of exposures subject to internal ratings-based approach (prior to application of cap)"]
[null,"  79","  Cap for inclusion of provisions in Tier 2 under internal ratings-based approach",{"v":10382.05888065,"d":"10,382"}]

{"sheet":"3 OVA","index":4,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"4 OV1","index":5,"n_rows":32,"n_cols":5,"rows_kept":32,"merged":[[0,1,0,2],[1,1,1,2],[2,1,2,2],[3,1,3,2],[4,1,4,2],[5,1,5,2],[6,1,6,2]]}
[null,"  Table 4 (OV1) : Overview of risk-weighted assets"]
[]
[null,"a. Table for banks with full publication requirement"]
[]
[null,"  (in 1'000 CHF)",null,"  a","  c"]
[{"$nulls":3},"  RWA","  Minimum Capital \n  Requirement"]
[{"$nulls":3},"2017-12-31","2017-12-31"]
[null,"  1","  Credit risk (excluding counterparty credit risk) (CCR)",{"v":1770553.7013472407,"d":"1,770,554"},{"v":141644.29610777926,"d":"141,644"}]
[null,"  2","       Of which standardised approach (SA)",{"v":1770553.7013472407,"d":"1,770,554"},{"v":141644.29610777926,"d":"141,644"}]
[null,"  3","       Of which internal rating-based (IRB) approach"]
[null,"  4","  Counterparty credit risk",{"v":177009.52250275947,"d":"177,010"},{"v":14160.761800220758,"d":"14,161"}]
[null,"  5","       Of which standardised approach for counterparty credit risk (SA-CCR)"]
[null,"  6","       Of which internal model method (IMM)"]
[null,"  7","  Equity positions in banking book under market-based approach",{"v":80521.98965,"d":"80,522"},{"v":6441.759172,"d":"6,442"}]
[null,"  8","  Equity investments in funds – look-through approach"]
[null,"  9","  Equity investments in funds – mandate-based approach"]
[null,"  10","  Equity investments in funds – fall-back approach"]
[null,"  11","  Settlement risk",{"v":23085.175,"d":"23,085"},{"v":1846.814,"d":"1,847"}]
[null,"  12","  Securitisation exposures in banking book"]
[null,"  13","       Of which IRB ratings-based approach (RBA)"]
[null,"  14","       Of which IRB Supervisory Formula Approach (SFA)"]
[null,"  15","       Of which SA/simplified supervisory formula approach (SSFA)"]
[null,"  16","  Market risk",{"v":2079339.38625,"d":"2,079,339"},{"v":166347.1509,"d":"166,347"}]
[null,"  17","       Of which standardised approach (SA)",{"v":2079339.38625,"d":"2,079,339"},{"v":166347.1509,"d":"166,347"}]
[null,"  18","       Of which internal model approaches (IMM)",0,0]
[null,"  19","  Operational risk",{"v":1825062.5,"d":"1,825,063"},{"v":146005,"d":"146,005"}]
[null,"  20","       Of which Basic Indicator Approach",{"v":1825062.5,"d":"1,825,063"},{"v":146005,"d":"146,005"}]
[null,"  21","       Of which Standardised Approach"]
[null,"  22","       Of which Advanced Measurement Approach"]
[null,"  23","  Amounts below the thresholds for deduction (subject to 250% risk weight)",0,0]
[null,"  24","  Floor adjustment "]
[null,"  25","  Total (1+4+7+8+9+10+11+12+16+19+23+24)",{"v":5955572.274750001,"d":"5,955,572"},{"v":476445.78198,"d":"476,446"}]

{"sheet":"7 LIA","index":6,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"8 CRA","index":7,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"9 CR1","index":8,"n_rows":9,"n_cols":7,"rows_kept":9,"merged":[[1,1,1,2],[1,3,1,6],[3,3,3,4]]}
[]
[null,"  Table 9 (CR1): Credit risk: Credit quality of assets",null,"31.12.2017"]
[null,null,"  (in 1'000 CHF)","  a","  b","  c","  d"]
[{"$nulls":3},"  Gross carrying values of",null,"  Allowances/\nimpairments","  Net values (a + b - c)"]
[{"$nulls":3},"  Defaulted exposures","  Non-defaulted exposures"]
[null,"  1","  On-balance sheet exposures (excluding debt securities)",{"v":40963.84099,"d":"40,964"},{"v":11623724.312185,"d":"11,623,724"},{"v":18472.83056,"d":"18,473"},{"v":11646215.322615,"d":"11,646,215"}]
[null,"  2","  Debt securities",null,{"v":1772989.027,"d":"1,772,989"},null,{"v":1772989.027,"d":"1,772,989"}]
[null,"  3","  Off-balance sheet exposures",null,{"v":698331.51445,"d":"698,332"},null,{"v":698331.51445,"d":"698,332"}]
[null,"  4","  TOTAL Reporting Period",{"v":40963.84099,"d":"40,964"},{"v":14095044.853635002,"d":"14,095,045"},{"v":18472.83056,"d":"18,473"},{"v":14117535.864065,"d":"14,117,536"}]

{"sheet":"10 CR2","index":9,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"12 CRC","index":10,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"13 CR3","index":11,"n_rows":11,"n_cols":9,"rows_kept":11,"merged":[[0,1,0,4],[2,1,2,3]]}
[null,"  Table 13 (CR3): Credit risk: Credit risk mitigation techniques – overview"]
[]
[null,"  a) Table for banks with with full publication requirement",null,null,"31.12.2017"]
[]
[null,"  (in 1'000 CHF)","  a","  b","  c","  d","  e","  f","  g"]
[null,null,"Exposures unsecured:\ncarrying amount","Exposures secured\nby collateral","Exposures secured by\ncollateral, of which:\nsecured amount","Exposures secured by \nfinancial guarantees","Exposures secured by\nfinancial guarantees,\n of which: \nsecured amount","Exposures secured by \ncredit derivatives","Exposures secured by\ncredit derivatives,\n of which: \nsecured amount"]
[null,"  Loans",{"v":8456786.123967,"d":"8,456,786"},{"v":3749404.655341,"d":"3,749,405"},{"v":3344864.498844,"d":"3,344,864"}]
[null,"  On-balance sheet (excluding debt securities)",{"v":1772989.027,"d":"1,772,989"}]
[null,"  Off-balance sheet",{"v":337091.31827,"d":"337,091"},{"v":386852.23098,"d":"386,852"},{"v":371969.064119,"d":"371,969"}]
[null,"  TOTAL",{"v":10566866.469237,"d":"10,566,866"},{"v":4136256.886321,"d":"4,136,257"},{"v":3716833.562963,"d":"3,716,834"}]
[null,"     Of which defaulted",{"v":3081.28997,"d":"3,081"},{"v":22804.25235,"d":"22,804"}]

{"sheet":"14 CRD","index":12,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"23 CCRA","index":13,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"26 CCR3","index":14,"n_rows":12,"n_cols":10,"rows_kept":12,"merged":[[1,1,1,8]]}
[]
[null,"  Table 26 (CCR3): Counterparty credit risk: standardised approach to CCR exposures by exposure category and risk weights",{"$nulls":7},"2017-12-31"]
[null,null,"  (in 1'000 CHF)","  a","  c","  d","  e","  f","  g","  i"]
[null,null,"  Asset classes / Risk weight","  0%","  20%","  50%","  75%","  100%","  150%","  Total credit\nexposure"]
[null,"  1","  Sovereigns and their central banks",{"$nulls":6},0]
[null,"  2","  Banks and securities traders",null,{"v":28759.08991188305,"d":"28,759"},{"v":183545.17153434167,"d":"183,545"},null,{"v":8536.531842898998,"d":"8,537"},null,{"v":220840.7932891237,"d":"220,841"}]
[null,"  3","  Public-sector entities and multilateral developments banks",{"$nulls":6},0]
[null,"  4","  Corporates",{"v":96.5849123,"d":"97"},{"$nulls":3},{"v":50594.130761975975,"d":"50,594"},{"v":236.60141814999997,"d":"237"},{"v":50927.317092425976,"d":"50,927"}]
[null,"  5","  Retail",{"$nulls":4},{"v":19999.55402111204,"d":"20,000"},null,{"v":19999.55402111204,"d":"20,000"}]
[null,"  6","  Equity securities",{"$nulls":6},0]
[null,"  7","  Other assets",{"$nulls":6},0]
[null,"  8","  TOTAL",{"v":96.5849123,"d":"97"},{"v":28759.08991188305,"d":"28,759"},{"v":183545.17153434167,"d":"183,545"},0,{"v":79130.21662598701,"d":"79,130"},{"v":236.60141814999997,"d":"237"},{"v":291767.6644026617,"d":"291,768"}]

{"sheet":"37 MRA","index":15,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"39 MR1","index":16,"n_rows":16,"n_cols":4,"rows_kept":16,"merged":[[1,1,1,3],[5,1,5,2],[10,1,10,2]]}
[]
[null,"  Table 39 (MR1): Market risk: Capital requirements under the standardised approach"]
[null,null,"  (in 1'000 CHF)","  a"]
[{"$nulls":3},"  RWA"]
[{"$nulls":3},"2017-12-31"]
[null,"  Outright products"]
[null,"  1","     Interest rate risk (general and specific)",{"v":1186696.57375,"d":"1,186,697"}]
[null,"  2","     Equity risk (general and specific)",{"v":137178.7,"d":"137,179"}]
[null,"  3","     Foreign exchange risk",{"v":241408.5,"d":"241,409"}]
[null,"  4","     Commodity risk",{"v":244903.1125,"d":"244,903"}]
[null,"  Options"]
[null,"  5","     Simplified approach"]
[null,"  6","     Delta-plus method",{"v":269152.5,"d":"269,153"}]
[null,"  7","     Scenario approach"]
[null,"  8","     Securitisation"]
[null,"  9","  TOTAL",{"v":2079339.38625,"d":"2,079,339"}]

{"sheet":"43 OpRisk","index":17,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"44 IRRBB-A","index":18,"n_rows":10,"n_cols":7,"rows_kept":10,"merged":[[1,1,1,5]]}
[]
[null,"  Table 44: Interest rate risk in the banking book",{"$nulls":4},"2017-12-31"]
[null,"  (in 1'000 CHF)","  CHF","  USD","  EUR","  Other","  Total"]
[]
[null,"  End of actual period"]
[null,"  Increase (+) / decrease (–) in interest rates"]
[null,"  +200 basis points",{"v":-20200,"d":"-20,200"},{"v":-7200,"d":"-7,200"},400,{"v":-5400,"d":"-5,400"},{"v":-32400,"d":"-32,400"}]
[null,"  +100 basis points",{"v":-10100,"d":"-10,100"},{"v":-3600,"d":"-3,600"},200,{"v":-2700,"d":"-2,700"},{"v":-16200,"d":"-16,200"}]
[null,"  -100 basis points",{"v":12300,"d":"12,300"},{"v":3900,"d":"3,900"},0,{"v":2800,"d":"2,800"},{"v":19000,"d":"19,000"}]
[null,"  -200 basis points",{"v":24600,"d":"24,600"},{"v":7800,"d":"7,800"},0,{"v":5600,"d":"5,600"},{"v":38000,"d":"38,000"}]

{"sheet":"45 CCA","index":19,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"46 LR1","index":20,"n_rows":11,"n_cols":4,"rows_kept":11,"merged":[[1,1,1,3]]}
[]
[null,"  Table 46: Leverage Ratio: Summary comparison of accounting assets vs leverage ratio exposure measure"]
[null,null,"  (in 1'000 CHF)","2017-12-31"]
[null,"  1","  Total consolidated assets as per published financial statements",{"v":22903738.016,"d":"22,903,738"}]
[null,"  2","  Adjustment for investments in banking, financial, insurance or commercial entities that are consolidated for accounting\n  purposes (Cm 6 and 7 FINMA-Circ. 15/3)  but outside the scope of regulatory consolidation\n  (Cm 16 and 17 FINMA-Circ. 15/3)",{"v":-521923.60699999996,"d":"-521,924"}]
[null,"  3","  Adjustment for fiduciary assets recognised on the balance sheet pursuant to the operative accounting framework\n  but excluded from the leverage ratio exposure measure (Cm 15 FINMA-Circ. 15/3)"]
[null,"  4","  Adjustments for derivative financial instruments (Cm 21 to 51 FINMA-Circ. 15/3)",{"v":429157,"d":"429,157"}]
[null,"  5","  Adjustment for securities financing transactions (ie repos and similar secured lending)  (Cm 52 to 73 FINMA-Circ. 15/3)",0]
[null,"  6","  Adjustment for off-balance sheet items (ie conversion to credit equivalent amounts of off-balance sheet exposures)\n  (Cm 74 to 76 FINMA-Circ. 15/3)",{"v":627138,"d":"627,138"}]
[null,"  7","  Other adjustments",0]
[null,"  8","  Leverage ratio exposure",{"v":23438109.408999998,"d":"23,438,109"}]

{"sheet":"47 LR2","index":21,"n_rows":31,"n_cols":4,"rows_kept":31,"merged":[[1,1,1,3],[3,1,3,2],[7,1,7,2],[16,1,16,2],[22,1,22,2],[26,1,26,2],[29,1,29,2]]}
[]
[null,"  Table 47: Leverage ratio: Detailled presentation"]
[null,null,"  (in 1'000 CHF)","2017-12-31"]
[null,"  On-balance sheet exposures"]
[null,"  1","  On-balance sheet items (excluding derivatives and SFTs, but including collateral)  (Cm 14 and 15 FINMA-Circ. 15/3)",{"v":21626833.5,"d":"21,626,834"}]
[null,"  2","  (Asset amounts deducted in determining Basel III Tier 1 capital) (2) (Cm 7, 16 and 17 FINMA-Circ. 15/3)",{"v":-521923.60699999996,"d":"-521,924"}]
[null,"  3","  = Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1 and 2)",{"v":21104909.893,"d":"21,104,910"}]
[null,"  Derivative exposures"]
[null,"  4","  Replacement cost associated with all derivatives transactions (ie net of eligible cash variation margin) (according to Cm 22 and 23, 34 and 35\n  FINMA-Circ. 15/3)",{"v":261195.548335,"d":"261,196"}]
[null,"  5","  Add-on amounts for PFE associated with all derivatives transactions (Cm 22 and 25 Circ.-FINMA 15/3)",{"v":406887.296492,"d":"406,887"}]
[null,"  6","  Gross-up for derivatives collateral provided where deducted from the balance sheet assets pursuant to the operative accounting framework"]
[null,"  7","  (Deductions of receivables assets for cash variation margin provided in derivatives transactions, according to cm 36 FINMA-Circ. 15/3)",0]
[null,"  8","  (Exempted CCP leg of client-cleared trade exposures) (Cm 39 FINMA-Circ. 15/3)"]
[null,"  9","  Adjusted effective notional amount of written credit derivatives (Cm 43 FINMA-Circ. 15/3)",{"v":39732.79,"d":"39,733"}]
[null,"  10","  (Adjusted effective notional offsets (Cm 44 to 50 FINMA-Circ. 15/3)  and add-on deductions for written credit derivatives (Cm 51 FINMA-Circ. 15/3))",{"v":-17463.44523,"d":"-17,463"}]
[null,"  11","  = Total derivative exposures (sum of lines 4 to 10)",{"v":690352.1895970001,"d":"690,352"}]
[null,"  Securities financing transaction exposures"]
[null,"  12","  Gross SFT assets (with no recognition of netting), after adjusting for sale accounting transactions (Cm 69 Circ.-FINMA 15/3) (Cm 58 FINMA-Circ. 15/3)",{"v":1015708.95,"d":"1,015,709"}]
[null,"  13","  (Netted amounts of cash payables and cash receivables of gross SFT assets) (Cm 59 to 62 FINMA-Circ. 15/3)"]
[null,"  14","  CCR exposure for SFT assets (Cm 63 to 68 FINMA-Circ. 15/3)"]
[null,"  15","  Agent transaction exposures  (Cm 70 to 73 FINMA-Circ. 15/3)"]
[null,"  16","  = Total securities financing transaction exposures (sum of lines 12 to 15)",{"v":1015708.95,"d":"1,015,709"}]
[null,"  Other off-balance sheet exposures"]
[null,"  17","  Off-balance sheet exposure at gross notional amount",{"v":698331.51445,"d":"698,332"}]
[null,"  18","  (Adjustments for conversion to credit equivalent amounts) (Cm 75 and 76 FINMA-Circ. 15/3)",{"v":-71193.14848,"d":"-71,193"}]
[null,"  19","  = Off-balance sheet items (sum of lines 17 and 18)",{"v":627138.36597,"d":"627,138"}]
[null,"  Capital and total exposures"]
[null,"  20","  Capital and total exposures (Cm 5 FINMA-Circ. 15/3)",{"v":1098612.992972,"d":"1,098,613"}]
[null,"  21","  Total exposures (sum of lines 3, 11, 16 and 19)",{"v":23438109.398567,"d":"23,438,109"}]
[null,"  Leverage ratio"]
[null,"  22","  Basel III leverage ratio (Cm 3 to 4 FINMA-Circ. 15/3)","4.7%"]

{"sheet":"48 LIQ1","index":22,"n_rows":31,"n_cols":7,"rows_kept":31,"merged":[[1,1,1,6],[4,1,4,6],[6,1,6,6],[22,1,22,6],[27,1,27,6]]}
[]
[null,"  Table 48: Information about the liquidity coverage ratio"]
[null,null,"  (in 1'000 CHF)","  Unweighted values\n(monthly\naverages)","  Weighted values\n(monthly\naverages)","  Unweighted values\n(monthly\naverages)","  Weighted values\n(monthly\naverages)"]
[{"$nulls":3},"4th Quarter 2017","4th Quarter 2017","3rd Quarter 2017","3rd Quarter 2017"]
[null,"  A. High-quality liquid assets (HQLA)"]
[null,"  1","  Total high-quality liquid assets (HQLA)",{"v":7193424.762879333,"d":"7,193,425"},{"v":7134026.483130333,"d":"7,134,026"},{"v":7239442.575382333,"d":"7,239,443"},{"v":7177433.562020333,"d":"7,177,434"}]
[null,"  B. Cash outflows"]
[null,"  2","  Retail deposits and deposits from small business customers,\n  of which:",{"v":5070942.728336,"d":"5,070,943"},{"v":689704.7702986667,"d":"689,705"},{"v":4903349.633801666,"d":"4,903,350"},{"v":663030.6592083334,"d":"663,031"}]
[null,"  3","  Stable deposits","","","",""]
[null,"  4","  Less stable deposits",{"v":5070942.728336,"d":"5,070,943"},{"v":689704.7702983334,"d":"689,705"},{"v":4903349.633801666,"d":"4,903,350"},{"v":663030.6592083334,"d":"663,031"}]
[null,"  5","  Unsecured wholesale funding, of which:",{"v":6392573.722518333,"d":"6,392,574"},{"v":4368380.064840666,"d":"4,368,380"},{"v":6482718.490843333,"d":"6,482,718"},{"v":4463738.234282,"d":"4,463,738"}]
[null,"  6","  Operational deposits (all counterparties) and deposits in\n  networks of cooperative banks","","","",""]
[null,"  7","  Non-operational deposits (all counterparties)",{"v":4849533.055998334,"d":"4,849,533"},{"v":3424852.064855667,"d":"3,424,852"},{"v":5079426.147931667,"d":"5,079,426"},{"v":3682542.366657667,"d":"3,682,542"}]
[null,"  8","  Unsecured debt",{"v":881987.6666666666,"d":"881,988"},{"v":881987.6666666666,"d":"881,988"},{"v":716703.6666666666,"d":"716,704"},{"v":716703.6666666666,"d":"716,704"}]
[null,"  9","  Secured wholesale funding",{"v":35946.95,"d":"35,947"},{"v":35946.95,"d":"35,947"},{"v":79363.63,"d":"79,364"},{"v":79363.63,"d":"79,364"}]
[null,"  10","  Additional requirements, of which:",{"v":587007.969407,"d":"587,008"},{"v":269141.80468533334,"d":"269,142"},{"v":641196.1136526667,"d":"641,196"},{"v":362049.0375426666,"d":"362,049"}]
[null,"  11","  Outflows related to derivative exposures and other collateral\n  requirements",{"v":109061.33333333333,"d":"109,061"},{"v":109061.33333333333,"d":"109,061"},{"v":77429,"d":"77,429"},{"v":77429,"d":"77,429"}]
[null,"  12","  Outflows related to loss of funding on debt products",{"v":72573.35,"d":"72,573"},{"v":3628.6675,"d":"3,629"},{"v":65979.925,"d":"65,980"},{"v":3298.99625,"d":"3,299"}]
[null,"  13","  Credit and liquidity facilities",{"v":79200.13166666667,"d":"79,200"},{"v":4448.282398333334,"d":"4,448"},{"v":71362.07463333334,"d":"71,362"},{"v":3837.2112133333335,"d":"3,837"}]
[null,"  14","  Other contractual funding obligations","",0,"",0]
[null,"  15","  Other contingent funding obligations",{"v":1096941,"d":"1,096,941"},{"v":54847.05000000001,"d":"54,847"},{"v":1059873,"d":"1,059,873"},{"v":52993.65,"d":"52,994"}]
[null,"  16","  Total cash outflows",{"v":13171430.053594666,"d":"13,171,430"},{"v":5406038.323158001,"d":"5,406,038"},{"v":13140046.324964335,"d":"13,140,046"},{"v":5594720.667699666,"d":"5,594,721"}]
[null,"  C. Cash inflows"]
[null,"  17","  Secured lending (e.g. reverse repos)",{"v":696321.8466666667,"d":"696,322"},{"v":696321.8466666667,"d":"696,322"},{"v":568527.5666666668,"d":"568,528"},{"v":568527.5666666668,"d":"568,528"}]
[null,"  18","  Inflows from fully performing exposures",{"v":2106342.433756,"d":"2,106,342"},{"v":609661.7431170001,"d":"609,662"},{"v":2060242.7190033335,"d":"2,060,243"},{"v":431378.0467403333,"d":"431,378"}]
[null,"  19","  Other cash inflows",{"v":66276.17120566667,"d":"66,276"},{"v":66276.17120566667,"d":"66,276"},{"v":262866.7107826667,"d":"262,867"},{"v":262866.7107826667,"d":"262,867"}]
[null,"  20","  Total cash inflows",{"v":2868940.451628333,"d":"2,868,940"},{"v":1372259.7609893335,"d":"1,372,260"},{"v":2891636.996452667,"d":"2,891,637"},{"v":1262772.324189667,"d":"1,262,772"}]
[null,"  Total adjusted values"]
[null,"  21","  Total HQLA",null,{"v":7134026.483130333,"d":"7,134,026"},null,{"v":7177433.562020333,"d":"7,177,434"}]
[null,"  22","  Total net cash outflows",null,{"v":4033778.5621686666,"d":"4,033,779"},null,{"v":4331948.343509999,"d":"4,331,948"}]
[null,"  23","  Liquidity coverage ratio (in %)",null,{"v":1.7685716687667878,"d":"176.86%"},null,{"v":1.6568603761800063,"d":"165.69%"}]