{"text_format":"3","workbook":"xlsx","n_sheets":26,"sheets":["Cover","Intro","KM1","OVA","OV1","LIA","CC1","CC2","LR1","LR2","LIQA","LIQ1","CRA","CR1","CR2","CRC","CR3","CRD","CCRA","CCR3","MRA","MR1","IRRBBA","IRRBBA1","IRRBB1","ORA"],"not_rendered":{"images":2,"defined_names":2692},"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],[0,9,58,17]]}

{"sheet":"KM1","index":2,"n_rows":41,"n_cols":4,"rows_kept":41,"merged":[[1,1,1,3],[2,1,2,2],[4,1,4,2],[11,1,11,2],[14,1,14,2],[21,1,21,2],[27,1,27,2],[33,1,33,2],[37,1,37,2]]}
[]
[null,"  Table: KM1: Key metrics"]
[null,"  (in 1'000 CHF)",null,"  a"]
[{"$nulls":3},"31.12.2018"]
[null,"  Available capital (amounts)"]
[null,"  1","  Common Equity Tier 1 (CET1)",{"v":835073.725637999,"d":"835,074"}]
[null,"  1a","  Fully loaded ECL accounting model"]
[null,"  2","  Tier 1",{"v":1282681.55063799,"d":"1,282,682"}]
[null,"  2a","  Fully loaded ECL accounting model Tier 1"]
[null,"  3","  Total capital",{"v":1282681.55063799,"d":"1,282,682"}]
[null,"  3a","  Fully loaded ECL accounting model total capital"]
[null,"  Risk-weighted assets (amounts)"]
[null,"  4","  Total risk-weighted assets (RWA)",{"v":6801078.687615988,"d":"6,801,079"}]
[null,"  4a","  Minimum capital requirement",{"v":544086.295009279,"d":"544,086"}]
[null,"  Risk-based capital ratios as a percentage of RWA"]
[null,"  5","  Common Equity Tier 1 ratio (%)",{"v":0.12278548188562748,"d":"12.279%"}]
[null,"  5a","  Fully loaded ECL accounting model Common Equity Tier 1 (%)"]
[null,"  6","  Tier 1 ratio (%)",{"v":0.18859972188479765,"d":"18.860%"}]
[null,"  6a","  Fully loaded ECL accounting model Tier 1 ratio (%)"]
[null,"  7","  Total capital ratio (%)","18.860%"]
[null,"  7a","  Fully loaded ECL accounting model total capital ratio (%)"]
[null,"  Addiotinal CET1 buffer requirements as a percentage of RWA"]
[null,"  8","  Capital convervation buffer requirement (2.5% from 2019) (%)",{"v":0.01875,"d":"1.875%"}]
[null,"  9","  Countercyclical buffer requirement (%)",{"v":0,"d":"0.000%"}]
[null,"  10","  Bank G-SIB and/or D-SIB additional requirements (%)","0.000%"]
[null,"  11","  Total of bank CET1 specific buffer requirements (%)",{"v":0.01875,"d":"1.875%"}]
[null,"  12","  CET1 available after meeting the bank's minimum capital requirements (%)",{"v":0.07778548212632433,"d":"7.779%"}]
[null,"  Target capital ratios according to Annex 8 CAO (% of RWA)"]
[null,"  12a","  Capital conservation buffer according to CAO, Annex 8 (%)",{"v":0.04000000000000001,"d":"4.000%"}]
[null,"  12b","  Countercyclical capital buffer according to CAO, Art. 44 and Art. 44a (%)",{"v":8.8588636127542777E-4,"d":"0.089%"}]
[null,"  12c","  CET1 capital target (%) according to CAO, Annex 8 + countercyclical buffer according \n  to CAO, Art. 44 and 44a",{"v":0.07888588636127543,"d":"7.889%"}]
[null,"  12d","   T1 capital target according to CAO, Annex 8 + countercyclical buffer according to \n   CAO, Art. 44 and 44a",{"v":0.09688588636127543,"d":"9.689%"}]
[null,"  12e","  Total capital target according to CAO, Annex 8 + contercyclical buffer according to \n   CAO, Art. 44 and 44a",{"v":0.12088588636127542,"d":"12.089%"}]
[null,"  Basel III leverage ratio"]
[null,"  13","  Total Basel III leverage ratio exposure measure",{"v":26393519.4623009,"d":"26,393,519"}]
[null,"  14","  Basel III leverage ratio (%)",{"v":0.048598352048884734,"d":"4.860%"}]
[null,"  14a","  Fully loaded ECL accounting model Basel III leverage ratio (%)"]
[null,"  Liquidity Coverage Ratio (Second Half-Year)"]
[null,"  15","  Total HQLA (6-month average)",{"v":8460830.008360922,"d":"8,460,830"}]
[null,"  16","  Total net cash outflow (6-month average)",{"v":4088065.623439815,"d":"4,088,066"}]
[null,"  17","  LCR ratio (%)",{"v":2.069641436245277,"d":"206.964%"}]

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

{"sheet":"OV1","index":4,"n_rows":37,"n_cols":5,"rows_kept":37,"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 OV1 : Overview of risk weighted assets"]
[]
[null,"  Table for banks with full publication requirement"]
[]
[null,"  (in 1'000 CHF)",null,"  a","  c"]
[{"$nulls":3},"  RWA","  Minimum Capital \n  Requirement"]
[{"$nulls":3},"2018-12-31","2018-12-31"]
[null,"  1","  Credit risk (excluding counterparty credit risk) (CCR)",{"v":2371419.964167887,"d":"2,371,420"},{"v":189713.59713343094,"d":"189,714"}]
[null,"  2","       Of which standardised approach (SA)",{"v":2371419.964167887,"d":"2,371,420"},{"v":189713.59713343094,"d":"189,714"}]
[null,"  3","       Of which internal rating-based (IRB) approach"]
[null,"  4","       Of which internal supervisory slotting approach"]
[null,"  5","       Of which A-IRB approach"]
[null,"  6","  Counterparty credit risk CCR",{"v":97212.34802230001,"d":"97,212"},{"v":7776.987841784001,"d":"7,777"}]
[null,"  7","       Of which standardised approach for counterparty credit risk (SA-CCR)"]
[null,"  7a","       Of which simplified standard approach (ASS-CCR)"]
[null,"  7b","       Of which market value approach for counterparty credit risk",{"v":97212.34802230001,"d":"97,212"},{"v":7776.987841784001,"d":"7,777"}]
[null,"  8","       Of which other approaches (CCR)"]
[null,"  9","       Of which internal model method (IMM)"]
[null,"  10","  Credit Valuation Adjustment (CVA)"]
[null,"  11","  Equity positions in banking book under market-based approach",{"v":160394.630226,"d":"160,395"},{"v":12831.57041808,"d":"12,832"}]
[null,"  12","  Equity investments in funds – look-through approach"]
[null,"  13","  Equity investments in funds – mandate-based approach"]
[null,"  14","  Equity investments in funds – fall-back approach"]
[null,"  14a","  Equity investments in funds – simplified approach"]
[null,"  15","  Settlement risk",{"v":47855.375,"d":"47,855"},{"v":3828.43,"d":"3,828"}]
[null,"  16","  Securitisation exposures in banking book"]
[null,"  17","       Of which IRB ratings-based approach (SEC-IRBA)"]
[null,"  18","       Of which external ratings-based approach (SEC-ERBA)"]
[null,"  19","       Of which standardised approach (SEC-SA)"]
[null,"  20","  Market risk",{"v":1882071.3701998014,"d":"1,882,071"},{"v":150565.70961598412,"d":"150,566"}]
[null,"  21","       Of which standardised approach (SA)",{"v":1882071.3701998014,"d":"1,882,071"},{"v":150565.70961598412,"d":"150,566"}]
[null,"  22","       Of which internal model approaches (IMA)",0,0]
[null,"  23","       Requirements due to position transfers between trading and banking book"]
[null,"  24","  Operational risk",{"v":2242125,"d":"2,242,125"},{"v":179370,"d":"179,370"}]
[null,"  25","  Amounts below the thresholds for deduction (subject to 250% risk weight)",0,0]
[null,"  26","  Floor adjustment "]
[null,"  27","  Total (1+6+10+11+12+13+14+14a+15+16+20+23+24+25+26)",{"v":6801078.687615988,"d":"6,801,079"},{"v":544086.295009279,"d":"544,086"}]

{"sheet":"LIA","index":5,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"CC1","index":6,"n_rows":109,"n_cols":5,"rows_kept":109,"merged":[[0,1,0,4],[1,1,1,2],[2,1,2,2],[2,3,2,4],[3,1,3,4],[38,1,38,4],[59,1,59,4],[83,1,83,4],[99,1,99,4],[104,1,104,4]]}
[null,"  Table CC1 : 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},"2018-12-31"]
[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":1977954.867,"d":"1,977,955"}]
[null,"  3","  capital reserves / foreign currency translation reserves (+/-)",{"v":-232571.014,"d":"-232,571"}]
[null,"  4","  Issued fully paid-up capital, transitory recognised (phase out)"]
[null,"  5","  Minority interests",{"v":0.008,"d":"0"}]
[null,"  6","  = Common Equity Tier 1 (CET1)  before adjustments",{"v":1802258.861,"d":"1,802,259"}]
[null,null,"  Adjustments referring to Common Equity Tier 1"]
[null,"  7","  Prudential valuation adjustments"]
[null,"  8","  Goodwill (net of related tax liability)",{"v":-484192.7,"d":"-484,193"},1]
[null,"  9","  Other intangible assets other than mortgage-servicing rights (net of related tax liability)",{"v":-95073.771999,"d":"-95,074"},2]
[null,"  10","  Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability)",{"v":-30225.4,"d":"-30,225"},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",{"v":-4620,"d":"-4,620"}]
[null,"  15","  Defined-benefit pension fund net assets",{"v":-12295,"d":"-12,295"},4]
[null,"  16","  Investments in own shares (if not already netted off paid-in capital on reported balance sheet)",{"v":-98764.665,"d":"-98,765"},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":-66688.1,"d":"-66,688"}]
[null,"  26b","  Further deductions",{"v":-175325.5,"d":"-175,326"}]
[null,"  27","  Amount of AT1 deductions, which exceeds the AT1-capital"]
[null,"  28","  = Sum of CET1-Adjustments",{"v":-967185.1369990001,"d":"-967,185"}]
[null,"  29","  = Common Equity Tier 1 (net CET1)",{"v":835073.7240009999,"d":"835,074"}]
[null,"  Additional Tier 1 Capital (AT1)"]
[null,"  30","  Directly issued qualifying Additional Tier 1 instruments plus related stock surplus",{"v":447607.825,"d":"447,608"}]
[null,"  31","     of which: classified as equity under applicable accounting standards"]
[null,"  32","     of which: classified as liabilities under applicable accounting standards",{"v":447607.825,"d":"447,608"}]
[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",{"v":447607.825,"d":"447,608"}]
[null,null,"  Adjustments of additional Tier 1 capital"]
[null,"  37","  Net long position in own AT1 instruments"]
[null,"  38","  Reciprocal cross-holdings (AT1-Instruments)"]
[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)"]
[null,"  39","  Non-qualifying holdings (max. 10%) in financial sector (amount exceeding treshold 1) (AT1-Instruments)"]
[null,"  40","  Other qualifying holdings in financial sector (AT1-Instruments)"]
[null,"  41","  Other deductions"]
[null,"  42","  Amount of T2 deductions, which exceed the T2-capital",0]
[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)",{"v":447607.825,"d":"447,608"},7]
[null,"  45","  Tier 1 capital (T1 = CET1 + AT1)",{"v":1282681.549001,"d":"1,282,682"}]
[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":1282681.549001,"d":"1,282,682"}]
[null,null,"  AMOUNTS WITH RISK WEIGHTING BASED ON TRANSITIONAL PROVISIONS"]
[null,null,"  OF WHICH : ….. "]
[null,"  60","  Total risk weighted assets",{"v":6801078.687615988,"d":"6,801,079"}]
[null,"  Capital Ratios"]
[null,"  61","  Common Equity Tier 1 (as a percentage of risk weighted assets) para 29",{"v":0.12278548188562748,"d":"12.279%"}]
[null,"  62","  Tier 1 (as a percentage of risk weighted assets) para 45",{"v":0.18859972188479765,"d":"18.860%"}]
[null,"  63","  Total capital (as a percentage of risk weighted assets) para 59","18.860%"]
[null,"  64","  Institution-specific buffer requirement (capital conservation buffer plus countercyclical buffer requirements plus supplementary buffer \n  for systemically important institutions)",{"v":0.01875,"d":"1.875%"}]
[null,"  65","  Of which: Conservation buffer requirement international, incl. phase-in (in % of risk weighted position)",{"v":0.01875,"d":"1.875%"}]
[null,"  66","  Of which: Countercyclical buffer requirement (in % of risk weighted position)",{"v":0,"d":"0.000%"}]
[null,"  67","  Of which: International supplementary buffer for systemically important institutions (in % of risk weighted positions)","0.000%"]
[null,"  68","  CET1 available after meeting the bank's minimum capital requirements (%) ",{"v":0.07778548212632433,"d":"7.779%"}]
[null,"  68a","  CET1 capital target + countercyclical buffer, depending on the category (in % of risk weightet positions)",{"v":0.07888588636127543,"d":"7.889%"}]
[null,"  68b","  Of which: countercyclical buffer according to Art. 44 and 44a CAO (in % of risk weighted positions)",{"v":8.8588636127542777E-4,"d":"0.089%"}]
[null,"  68c","  Available CET1 capital to meet CET1 target + countercyclical buffer (after deduction of CET1 capital used to cover T2 and AT1 capital needs) \n  (in % of risk weighted positions)",{"v":0.12278548212632433,"d":"12.279%"}]
[null,"  68d","  T1 capital target + countercyclical buffer, depending on the category (in % of risk weighted positions)",{"v":0.09688588636127543,"d":"9.689%"}]
[null,"  68e","  Available AT1 & CET1 capital to meet T1 capital target + countercyclical buffer (after deduction of AT1 capital and CET1 capital \n  used to cover T2 capital needs) (in % of risk weighted positions)",{"v":0.1645997221254944,"d":"16.460%"}]
[null,"  68f","  Total capital target (depending on bank category) + countercyclical buffer (in % of risk weighted positions)",{"v":0.12088588636127542,"d":"12.089%"}]
[null,"  68g","  Total capital ratio",{"v":0.18859972212549442,"d":"18.860%"}]
[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":30038.34732395,"d":"30,038"}]
[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":14418.406715496001,"d":"14,418"}]

{"sheet":"CC2","index":7,"n_rows":52,"n_cols":4,"rows_kept":52,"merged":[[1,2,1,3]]}
[]
[null,"  Table CC2 : 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":7229403.019,"d":"7,229,403"}]
[null,"  Amounts due from banks",{"v":1161180.126,"d":"1,161,180"}]
[null,"  Amounts due from securities financing transactions",{"v":765022.662,"d":"765,023"}]
[null,"  Amounts due from customers",{"v":3873248.609,"d":"3,873,249"}]
[null,"  Mortgage loans",{"v":1031311.595,"d":"1,031,312"}]
[null,"  Trading portfolio assets",{"v":2972053.402,"d":"2,972,053"}]
[null,"  Positive replacement values of derivative financial instruments",{"v":135990.642,"d":"135,991"}]
[null,"  Other financial instruments at fair value",{"v":4143214.292,"d":"4,143,214"}]
[null,"  Financial investments",{"v":3276405.113,"d":"3,276,405"}]
[null,"  Accrued income and prepaid expenses",{"v":156087.932,"d":"156,088"}]
[null,"  Participations",{"v":915.031,"d":"915"}]
[null,"  Tangible fixed assets",{"v":175486.898,"d":"175,487"}]
[null,"  Intangible assets",{"v":579266.4809999999,"d":"579,266"}]
[null,"     Of which goodwill",{"v":484192.709,"d":"484,193"},1]
[null,"     Of which other intangible assets",{"v":95073.772,"d":"95,074"},2]
[null,"  Other assets",{"v":537690.78,"d":"537,691"}]
[null,"     Of which deferred taxes depending on future revenues",{"v":30225.445,"d":"30,225"},3]
[null,"     Of which defined-benefit pension fund net assets",{"v":12295,"d":"12,295"},4]
[null,"  Capital not paid in"]
[null,"  Total assets",{"v":26037276.582,"d":"26,037,277"}]
[null,"  Liabilities"]
[null,"  Amounts due to banks",{"v":679780.306,"d":"679,780"}]
[null,"  Liabilities from securities financing transactions",{"v":34503,"d":"34,503"}]
[null,"  Amounts due in respect of customer deposits",{"v":12649160.77,"d":"12,649,161"}]
[null,"  Trading portfolio liabilities",{"v":208385.27,"d":"208,385"}]
[null,"  Negative replacement values of derivative financial instruments",{"v":1325650.964,"d":"1,325,651"}]
[null,"  Liabilities from other financial instruments at fair value",{"v":7836204.917,"d":"7,836,205"}]
[null,"  Cash bonds"]
[null,"  Bond issues and central mortgage institution loans",{"v":447607.825,"d":"447,608"},7]
[null,"  Accrued expenses and deferred income",{"v":365276.684,"d":"365,277"}]
[null,"  Other liabilities",{"v":768756.11,"d":"768,756"}]
[null,"  Provisions",{"v":18456.541,"d":"18,457"}]
[null,"     Of which deferred tax on goodwill"]
[null,"     Of which deferred tax on other intangible assets"]
[null,"  Total Liabilities",{"v":24333782.387,"d":"24,333,782"}]
[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":1745383.853,"d":"1,745,384"}]
[null,"  (Own shares)",{"v":-98764.665,"d":"-98,765"},6]
[null,"  Minority interests",{"v":0.008,"d":"0"}]
[null,"   Of which eligible for CET1"]
[null,"   Of which eligible for AT1"]
[null,"  Total own funds",{"v":1703494.1959999998,"d":"1,703,494"}]

{"sheet":"LR1","index":8,"n_rows":11,"n_cols":4,"rows_kept":11,"merged":[[0,1,0,3]]}
[null,"  Table LR1: Leverage Ratio: Summary comparison of accounting assets vs leverage ratio exposure measure"]
[null,null,"  (in 1'000 CHF)","2018-12-31"]
[null,"  1","  Total consolidated assets as per published financial statements",{"v":26037277,"d":"26,037,277"}]
[null,"  1a","  Differences between published financial statements and the basis of calculation for the determination\n  of the total engagement"]
[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":-748982.97199899,"d":"-748,983"}]
[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":232596.599860999,"d":"232,597"}]
[null,"  5","  Adjustment for securities financing transactions (ie repos and similar secured lending)  (Cm 52 to 73 FINMA-Circ. 15/3)",{"v":308684,"d":"308,684"}]
[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":508057.834439,"d":"508,058"}]
[null,"  7","  Other adjustments",{"v":55887,"d":"55,887"}]
[null,"  8","  Leverage ratio exposure",{"v":26393519.46230101,"d":"26,393,519"}]

{"sheet":"LR2","index":9,"n_rows":30,"n_cols":4,"rows_kept":30,"merged":[[0,1,0,3],[2,1,2,2],[6,1,6,2],[15,1,15,2],[21,1,21,2],[25,1,25,2],[28,1,28,2]]}
[null,"  Table LR2: Leverage ratio: detailed presentation"]
[null,null,"  (in 1'000 CHF)","2018-12-31"]
[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":25179264.02800101,"d":"25,179,264"}]
[null,"  2","  (Asset amounts deducted in determining Basel III Tier 1 capital) (2) (Cm 7, 16 and 17 FINMA-Circ. 15/3)",{"v":-693095,"d":"-693,095"}]
[null,"  3","  = Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1 and 2)",{"v":24486169.02800101,"d":"24,486,169"}]
[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":98484.499384,"d":"98,484"}]
[null,"  5","  Add-on amounts for PFE associated with all derivatives transactions (Cm 22 and 25 Circ.-FINMA 15/3)",{"v":212964.048096999,"d":"212,964"}]
[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":78612.6799999999,"d":"78,613"}]
[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":-58980.62762,"d":"-58,981"}]
[null,"  11","  = Total derivative exposures (sum of lines 4 to 10)",{"v":331080.599860999,"d":"331,081"}]
[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":759528,"d":"759,528"}]
[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)",0]
[null,"  15","  Agent transaction exposures  (Cm 70 to 73 FINMA-Circ. 15/3)",{"v":308684,"d":"308,684"}]
[null,"  16","  = Total securities financing transaction exposures (sum of lines 12 to 15)",{"v":1068212,"d":"1,068,212"}]
[null,"  Other off-balance sheet exposures"]
[null,"  17","  Off-balance sheet exposure at gross notional amount",{"v":683766.137649,"d":"683,766"}]
[null,"  18","  (Adjustments for conversion to credit equivalent amounts) (Cm 75 and 76 FINMA-Circ. 15/3)",{"v":-175708.30321,"d":"-175,708"}]
[null,"  19","  = Off-balance sheet items (sum of lines 17 and 18)",{"v":508057.834439,"d":"508,058"}]
[null,"  Capital and total exposures"]
[null,"  20","  Capital and total exposures (Cm 5 FINMA-Circ. 15/3)",{"v":1282681.55063799,"d":"1,282,682"}]
[null,"  21","  Total exposures (sum of lines 3, 11, 16 and 19)",{"v":26393519.46230101,"d":"26,393,519"}]
[null,"  Leverage ratio"]
[null,"  22","  Basel III leverage ratio (Cm 3 to 4 FINMA-Circ. 15/3)","4.9%"]

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

{"sheet":"LIQ1","index":11,"n_rows":30,"n_cols":7,"rows_kept":30,"merged":[[0,1,0,6],[3,1,3,6],[5,1,5,6],[21,1,21,6],[26,1,26,6]]}
[null,"  Table LIQ1: Information on the liquidity (LCR)"]
[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 2018","4th Quarter 2018","3rd Quarter 2018","3rd Quarter 2018"]
[null,"  A. High-quality liquid assets (HQLA)"]
[null,"  1","  Total high-quality liquid assets (HQLA)","",{"v":8575523.055683246,"d":"8,575,523"},"",{"v":8346136.9610386,"d":"8,346,137"}]
[null,"  B. Cash outflows"]
[null,"  2","  Retail deposits and deposits from small business customers,\n  of which:",{"v":7744816.450022836,"d":"7,744,816"},{"v":1016904.7113633174,"d":"1,016,905"},{"v":7304174.45903032,"d":"7,304,174"},{"v":967611.9689217662,"d":"967,612"}]
[null,"  3","  Stable deposits","","","",""]
[null,"  4","  Less stable deposits",{"v":7744816.450022836,"d":"7,744,816"},{"v":1016904.7113633174,"d":"1,016,905"},{"v":7304174.45903032,"d":"7,304,174"},{"v":967611.9689217662,"d":"967,612"}]
[null,"  5","  Unsecured wholesale funding, of which:",{"v":6681272.102717717,"d":"6,681,272"},{"v":5145167.44623308,"d":"5,145,167"},{"v":6698553.593377302,"d":"6,698,554"},{"v":4858119.435430794,"d":"4,858,119"}]
[null,"  6","  Operational deposits (all counterparties) and deposits in\n  networks of cooperative banks",0,0,"",""]
[null,"  7","  Non-operational deposits (all counterparties)",{"v":5806524.769384414,"d":"5,806,525"},{"v":4270420.112899747,"d":"4,270,420"},{"v":5848571.26004399,"d":"5,848,571"},{"v":4008137.102097463,"d":"4,008,137"}]
[null,"  8","  Unsecured debt",{"v":874747.3333333334,"d":"874,747"},{"v":874747.3333333334,"d":"874,747"},{"v":849982.3333333334,"d":"849,982"},{"v":849982.3333333334,"d":"849,982"}]
[null,"  9","  Secured wholesale funding","",{"v":75713.475,"d":"75,713"},"",{"v":75639.25333333334,"d":"75,639"}]
[null,"  10","  Additional requirements, of which:",{"v":1055513.5906751633,"d":"1,055,514"},{"v":257914.18665182998,"d":"257,914"},{"v":693818.3577693324,"d":"693,818"},{"v":224341.50729599933,"d":"224,342"}]
[null,"  11","  Outflows related to derivative exposures and other collateral\n  requirements",{"v":845562.8493751633,"d":"845,563"},{"v":236131.32543849666,"d":"236,131"},{"v":516933.149802666,"d":"516,933"},{"v":204162.389416,"d":"204,162"}]
[null,"  12","  Outflows related to loss of funding on debt products",0,0,"",""]
[null,"  13","  Credit and liquidity facilities",{"v":209950.74129999932,"d":"209,951"},{"v":21782.861213333334,"d":"21,783"},{"v":176885.20796666635,"d":"176,885"},{"v":20179.11788,"d":"20,179"}]
[null,"  14","  Other contractual funding obligations",0,0,0,0]
[null,"  15","  Other contingent funding obligations",{"v":814794.6666666666,"d":"814,795"},{"v":40739.73333333333,"d":"40,740"},{"v":768679.3333333334,"d":"768,679"},{"v":81886.66666666667,"d":"81,887"}]
[null,"  16","  Total cash outflows","",{"v":6511201.727581561,"d":"6,511,202"},"",{"v":6207598.831648558,"d":"6,207,599"}]
[null,"  C. Cash inflows"]
[null,"  17","  Secured lending (e.g. reverse repos)",{"v":737726.17,"d":"737,726"},{"v":737726.17,"d":"737,726"},{"v":926520.7033333335,"d":"926,521"},{"v":926520.7033333335,"d":"926,521"}]
[null,"  18","  Inflows from fully performing exposures",{"v":2463018.2911035432,"d":"2,463,018"},{"v":1483282.5121782601,"d":"1,483,283"},{"v":2345041.13342833,"d":"2,345,041"},{"v":1269842.6178113234,"d":"1,269,843"}]
[null,"  19","  Other cash inflows",{"v":64645.7991032392,"d":"64,646"},{"v":64645.7991032392,"d":"64,646"},{"v":60651.50992433329,"d":"60,652"},{"v":60651.50992433329,"d":"60,652"}]
[null,"  20","  Total cash inflows",{"v":3265390.2602067827,"d":"3,265,390"},{"v":2285654.481281499,"d":"2,285,654"},{"v":3332213.3466859967,"d":"3,332,213"},{"v":2257014.8310689894,"d":"2,257,015"}]
[null,"  Total adjusted values"]
[null,"  21","  Total HQLA",null,{"v":8575523.055683246,"d":"8,575,523"},null,{"v":8346136.9610386,"d":"8,346,137"}]
[null,"  22","  Total net cash outflows",null,{"v":4225547.246300061,"d":"4,225,547"},null,{"v":3950584.000579569,"d":"3,950,584"}]
[null,"  23","  Liquidity coverage ratio (in %)",null,{"v":2.0294467333650275,"d":"202.94%"},null,{"v":2.11263371689203,"d":"211.26%"}]

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

{"sheet":"CR1","index":13,"n_rows":8,"n_cols":7,"rows_kept":8,"merged":[[0,1,0,2],[0,3,0,6],[2,3,2,4]]}
[null,"  Table CR1 : Credit risk : Credit quality of assets",null,"2018-12-31"]
[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":32152.89594,"d":"32,153"},{"v":5956781.532722,"d":"5,956,782"},{"v":25453.19134,"d":"25,453"},{"v":5963481.237322,"d":"5,963,481"}]
[null,"  2","  Debt securities",null,{"v":3168188.086,"d":"3,168,188"},null,{"v":3168188.086,"d":"3,168,188"}]
[null,"  3","  Off-balance sheet exposures",null,{"v":684312.497,"d":"684,312"},null,{"v":684312.497,"d":"684,312"}]
[null,"  4","  TOTAL Reporting Period",{"v":32152.89594,"d":"32,153"},{"v":9809282.115721999,"d":"9,809,282"},{"v":25453.19134,"d":"25,453"},{"v":9815981.820322,"d":"9,815,982"}]

{"sheet":"CR2","index":14,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

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

{"sheet":"CR3","index":16,"n_rows":12,"n_cols":10,"rows_kept":12,"merged":[[0,1,0,4],[2,1,2,3]]}
[null,"  Table CR3: Credit risk: Credit risk mitigation techniques – overview"]
[]
[null,"  a) Table for banks with with full publication requirement",null,null,"2018-12-31"]
[]
[null,"  (in 1'000 CHF)","  a","  b1","  b","  c","  d","  e","  f","  g"]
[null,null,"Exposures unsecured:\ncarrying amount","Exposures secured\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,"  1  On-balance sheet (excluding debt securities)",{"v":1130448.106656,"d":"1,130,448"},{"v":4833033.128666,"d":"4,833,033"},{"v":4833033.128666,"d":"4,833,033"},null,0]
[null,"  2  Debt securities",{"v":3168188.086,"d":"3,168,188"}]
[null,"  Other assets with credit risk"]
[null,"  Off-balance sheet"]
[null,"  3  TOTAL",{"v":4298636.192656,"d":"4,298,636"},{"v":4833033.128666,"d":"4,833,033"},{"v":4833033.128666,"d":"4,833,033"},null,0,null,0]
[null,"     Of which defaulted",{"v":32151.673169,"d":"32,152"},null,0]

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

{"sheet":"CCRA","index":18,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"CCR3","index":19,"n_rows":11,"n_cols":10,"rows_kept":11,"merged":[[0,1,0,9]]}
[null,"  Table CCR3: Counterparty credit risk: exposures by regulatory portfolio and risk weights under the standardised approach"]
[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",{"v":53.785152,"d":"54"},{"$nulls":5},{"v":53.785152,"d":"54"}]
[null,"  2","  Banks and securities traders",{"v":795343.662,"d":"795,344"},{"v":15367.459874,"d":"15,367"},{"v":107772.273204,"d":"107,772"},null,{"v":5036.474699,"d":"5,036"},null,{"v":923519.869777,"d":"923,520"}]
[null,"  3","  Public-sector entities and multilateral developments banks",{"v":29.25982,"d":"29"},{"$nulls":5},{"v":29.25982,"d":"29"}]
[null,"  4","  Corporates",{"v":20167.062949,"d":"20,167"},null,{"v":138.495834,"d":"138"},null,{"v":16268.870899,"d":"16,269"},{"v":284.578966,"d":"285"},{"v":36859.008648,"d":"36,859"}]
[null,"  5","  Retail",{"v":40361.789256,"d":"40,362"},null,null,{"v":7203.42988,"d":"7,203"},{"v":12848.541369,"d":"12,849"},{"v":133.429135,"d":"133"},{"v":60547.18964,"d":"60,547"}]
[null,"  6","  Equity securities"]
[null,"  7","  Other assets",0,{"$nulls":5},0]
[null,"  8","  TOTAL",{"v":855955.5591770001,"d":"855,956"},{"v":15367.459874,"d":"15,367"},{"v":107910.769038,"d":"107,911"},{"v":7203.42988,"d":"7,203"},{"v":34153.886967,"d":"34,154"},{"v":418.008101,"d":"418"},{"v":1021009.1130370001,"d":"1,021,009"}]

{"sheet":"MRA","index":20,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"MR1","index":21,"n_rows":16,"n_cols":4,"rows_kept":16,"merged":[[1,1,1,3],[5,1,5,2],[10,1,10,2]]}
[]
[null,"  Table MR1: Market risk: Capital requirements under the standardised approach"]
[null,null,"  (in 1'000 CHF)","  a"]
[{"$nulls":3},"  RWA"]
[{"$nulls":3},"2018-12-31"]
[null,"  Outright products"]
[null,"  1","     Interest rate risk (general and specific)",{"v":1152176.419375,"d":"1,152,176"}]
[null,"  2","     Equity risk (general and specific)",{"v":81612.5,"d":"81,613"}]
[null,"  3","     Foreign exchange risk",{"v":245172.61332480144,"d":"245,173"}]
[null,"  4","     Commodity risk",{"v":158001.08750000002,"d":"158,001"}]
[null,"  Options"]
[null,"  5","     Simplified approach"]
[null,"  6","     Delta-plus method",{"v":245108.75,"d":"245,109"}]
[null,"  7","     Scenario approach"]
[null,"  8","     Securitisation"]
[null,"  9","  TOTAL",{"v":1882071.3701998014,"d":"1,882,071"}]

{"sheet":"IRRBBA","index":22,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"IRRBBA1","index":23,"n_rows":31,"n_cols":8,"rows_kept":31,"merged":[[2,1,2,7],[3,1,3,2],[3,3,3,5],[3,6,3,7],[5,1,5,2],[6,1,6,2],[7,1,7,2],[8,1,8,2],[9,1,9,2],[10,1,10,2],[11,1,11,2],[12,1,12,2],[13,1,13,2],[14,1,14,2],[15,1,15,2],[16,1,16,2],[17,1,17,2],[18,1,18,2],[19,1,19,2],[20,1,20,2],[21,1,21,2],[22,1,22,2],[23,1,23,2],[24,1,24,2],[25,1,25,2],[26,1,26,2],[27,1,27,2]]}
[]
[]
[null,"  Table IRRBBA1: Interest rate risk: Quantitative information on the structure of positions and resetting of interest rates"]
[null,"  (in 1'000 CHF)",null,"  Amount in CHF millions",null,null,"  Average time to resetting of interest rates (in years)"]
[null,null,"31.12.2018","  Total","  of which CHF","  of which other currencies, representing more than 10%  of total balance sheet","  Total","  of which CHF"]
[null,"  Defined resetting date of interest rate"]
[null,"  Due from banks",null,{"v":768044.2607151796,"d":"768,044"},{"v":77497.5,"d":"77,498"},{"v":690546.7607151796,"d":"690,547"},{"v":0.022834387713367158,"d":"0.023"},{"v":0.02043010752688172,"d":"0.020"}]
[null,"  Due from customers",null,{"v":3302517.4139143066,"d":"3,302,517"},{"v":1185960.5013475502,"d":"1,185,961"},{"v":1980813.456141321,"d":"1,980,813"},{"v":1.1995370830250305,"d":"1.200"},{"v":2.4877258119649057,"d":"2.488"}]
[null,"  Money-market mortgages",null,{"v":318146.0120805445,"d":"318,146"},{"v":318146.0120805445,"d":"318,146"},0,{"v":0.1928035697728127,"d":"0.193"},{"v":0.1928035697728127,"d":"0.193"}]
[null,"  Fixed-term mortgages",null,{"v":774694.8831089233,"d":"774,695"},{"v":774694.8831089233,"d":"774,695"},0,{"v":6.1428952662554765,"d":"6.143"},{"v":6.1428952662554765,"d":"6.143"}]
[null,"  Financial investments",null,{"v":3259843.689573746,"d":"3,259,844"},{"v":952175.4693659567,"d":"952,175"},{"v":2211152.325493924,"d":"2,211,152"},{"v":2.4461534783308903,"d":"2.446"},{"v":4.356755111902577,"d":"4.357"}]
[null,"  Other assets",null,0,0,0,0,0]
[null,"  Asset legs of interest rate derivatives (1)",null,{"v":430399.7209412167,"d":"430,400"},{"v":208170.15095625,"d":"208,170"},{"v":222229.56998496669,"d":"222,230"},{"v":0.6616534368372925,"d":"0.662"},{"v":0.10353714148565944,"d":"0.104"}]
[null,"  Due to banks",null,{"v":62633.857258333344,"d":"62,634"},0,{"v":62633.857258333344,"d":"62,634"},{"v":0.04068241469816279,"d":"0.041"},0]
[null,"  Due to customers",null,{"v":40063.0135888889,"d":"40,063"},{"v":39963.776388888895,"d":"39,964"},{"v":99.23720000000321,"d":"99"},{"v":0.10320800498283095,"d":"0.103"},{"v":0.10277777777777783,"d":"0.103"}]
[null,"  Cash bonds",null,0,0,0,0,0]
[null,"  Debt issued",null,{"v":504528.6200791666,"d":"504,529"},{"v":504528.6200791666,"d":"504,529"},0,{"v":4.902777777777777,"d":"4.903"},{"v":4.902777777777777,"d":"4.903"}]
[null,"  Other liabilities",null,0,0,0,0,0]
[null,"  Liability legs of interest rate derivatives (1)",null,{"v":430913.85321900004,"d":"430,914"},{"v":213614.58958333335,"d":"213,615"},{"v":217299.2636356667,"d":"217,299"},{"v":2.470020817525633,"d":"2.470"},{"v":4.9963305198874615,"d":"4.996"}]
[null,"  Non-defined resetting date of interest rate"]
[null,"  Due from banks",null,{"v":1151702.4389480723,"d":"1,151,702"},{"v":126404.00165999994,"d":"126,404"},{"v":821670.6241848954,"d":"821,671"},{"v":7.036707888596388E-3,"d":"0.007"},{"v":2.7777777777777822E-3,"d":"0.003"}]
[null,"  Due from customers",null,{"v":644901.5758394703,"d":"644,902"},{"v":348345.4429995208,"d":"348,345"},{"v":267947.1490841149,"d":"267,947"},{"v":2.7777777777777796E-3,"d":"0.003"},{"v":2.7777777777777766E-3,"d":"0.003"}]
[null,"  Variable-rate mortgages",null,0,0,0,0,0]
[null,"  Other assets at sight",null,0,0,0,0,0]
[null,"  Liabilities at sight (private and current accounts)",null,{"v":12605897.075573344,"d":"12,605,897"},{"v":5999402.321719997,"d":"5,999,402"},{"v":5652662.847769564,"d":"5,652,663"},{"v":0.9379146569537109,"d":"0.938"},{"v":1.1627317858930435,"d":"1.163"}]
[null,"  Other liabilities at sight",null,{"v":651685.1031190446,"d":"651,685"},{"v":162185.57782,"d":"162,186"},{"v":368457.394211508,"d":"368,457"},{"v":2.7777777777777766E-3,"d":"0.003"},{"v":0.002777777777777778,"d":"0.003"}]
[null,"  Due to customers, with notice period but not transferable (savings accounts)",null,0,0,0,0,0]
[null,"  Total",null,{"v":24945971.517959237,"d":"24,945,972"},{"v":10911088.84711013,"d":"10,911,089"},{"v":12495512.485679474,"d":"12,495,512"}]
[]
[]
[null," (1)","Interest rate derivatives are shown twice (asset and liability leg) for technical reasons accroding to FINMA instructions"]

{"sheet":"IRRBB1","index":24,"n_rows":13,"n_cols":5,"rows_kept":13,"merged":[[1,1,1,4],[2,1,2,2],[3,1,3,2],[4,1,4,2],[5,1,5,2],[6,1,6,2],[7,1,7,2],[8,1,8,2],[9,1,9,2],[10,1,10,2],[11,1,11,2],[11,3,11,4],[12,1,12,2],[12,3,12,4]]}
[]
[null,"  Table IRRBB1: Interest rate risk: Quantitative information on economic value of equity and net interest income"]
[null,"  (in 1'000 CHF)",null,"  EVE","  NII"]
[null,"  Period",null,"31.12.2018","31.12.2018"]
[null,"  Parallel up",null,{"v":-23057.7865910699,"d":"-23,058"},{"v":-19819.06585848954,"d":"-19,819"}]
[null,"  Parallel down",null,{"v":-551.4812371893823,"d":"-551"},{"v":19819.06585848954,"d":"19,819"}]
[null,"  Steepener",null,{"v":-49504.78868957627,"d":"-49,505"}]
[null,"  Flattener",null,{"v":-2502.8845972764493,"d":"-2,503"}]
[null,"  Short rate up",null,{"v":-4487.660871669445,"d":"-4,488"}]
[null,"  Short rate down",null,{"v":-32762.03384350034,"d":"-32,762"}]
[null,"  Maximum",null,{"v":-49504.78868957627,"d":"-49,505"},{"v":-19819.06585848954,"d":"-19,819"}]
[null,"  Period",null,"31.12.2018"]
[null,"  Tier 1 capital",null,{"v":1282681.55063799,"d":"1,282,682"}]

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