{"text_format":"3","workbook":"xlsx","n_sheets":22,"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","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":6441337.635,"d":"6,441,338"}]
[null,"  Amounts due from banks",{"v":984524.121,"d":"984,524"}]
[null,"  Amounts due from securities financing transactions",{"v":995910.9219999999,"d":"995,911"}]
[null,"  Amounts due from customers",{"v":3905128.4430000004,"d":"3,905,128"}]
[null,"  Mortgage loans",{"v":396773.32,"d":"396,773"}]
[null,"  Trading portfolio assets",{"v":3479196.584,"d":"3,479,197"}]
[null,"  Positive replacement values of derivative financial instruments",{"v":198225.787,"d":"198,226"}]
[null,"  Other financial instruments at fair value",{"v":4248511.836,"d":"4,248,512"}]
[null,"  Financial investments",{"v":1909669.447,"d":"1,909,669"}]
[null,"  Accrued income and prepaid expenses",{"v":161783.207,"d":"161,783"}]
[null,"  Participations",{"v":519.836,"d":"520"}]
[null,"  Tangible fixed assets",{"v":156938.694,"d":"156,939"}]
[null,"  Intangible assets",{"v":284452.24199999997,"d":"284,452"}]
[null,"     Of which goodwill",{"v":226466.451,"d":"226,466"},1]
[null,"     Of which other intangible assets",{"v":57985.791,"d":"57,986"},2]
[null,"  Other assets",{"v":818951.842,"d":"818,952"}]
[null,"     Of which deferred taxes depending on future revenues",{"v":17503.724,"d":"17,504"},3]
[null,"     Of which defined-benefit pension fund net assets",{"v":35847.7,"d":"35,848"},4]
[null,"  Capital not paid in"]
[null,"  Total assets",{"v":23981923.915999997,"d":"23,981,924"}]
[null,"  Liabilities"]
[null,"  Amounts due to banks",{"v":583580.863,"d":"583,581"}]
[null,"  Liabilities from securities financing transactions",{"v":74497.6,"d":"74,498"}]
[null,"  Amounts due in respect of customer deposits",{"v":9789262.161,"d":"9,789,262"}]
[null,"  Trading portfolio liabilities",{"v":147704.205,"d":"147,704"}]
[null,"  Negative replacement values of derivative financial instruments",{"v":817450.066,"d":"817,450"}]
[null,"  Liabilities from other financial instruments at fair value",{"v":9170667.247,"d":"9,170,667"}]
[null,"  Cash bonds"]
[null,"  Bond issues and central mortgage institution loans",{"v":447360.359,"d":"447,360"},7]
[null,"  Accrued expenses and deferred income",{"v":288671.658,"d":"288,672"}]
[null,"  Other liabilities",{"v":957657.556,"d":"957,658"}]
[null,"  Provisions",{"v":26332.595,"d":"26,333"}]
[null,"     Of which deferred tax on goodwill"]
[null,"     Of which deferred tax on other intangible assets"]
[null,"  Total Liabilities",{"v":22303184.31,"d":"22,303,184"}]
[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":1670605.153,"d":"1,670,605"}]
[null,"  (Own shares)",{"v":-48740.544,"d":"-48,741"},6]
[null,"  Minority interests",{"v":-2E-3,"d":"-0"}]
[null,"   Of which eligible for CET1"]
[null,"   Of which eligible for AT1"]
[null,"  Total own funds",{"v":1678739.6069999998,"d":"1,678,740"}]

{"sheet":"2 CC2","index":3,"n_rows":118,"n_cols":5,"rows_kept":118,"merged":[[1,1,1,4],[2,1,2,2],[3,1,3,2],[3,3,3,4],[4,1,4,4],[38,1,38,4],[71,1,71,4],[93,1,93,4],[108,1,108,4],[113,1,113,4],[118,1,118,4]]}
[]
[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},"2018-06-30"]
[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":1908965.109,"d":"1,908,965"}]
[null,"  3","  capital reserves / foreign currency translation reserves (+/-)",{"v":-238359.956,"d":"-238,360"}]
[null,"  5","  Minority interests",{"v":-2E-3,"d":"-0"}]
[null,"  6","  = Common Equity Tier 1 (CET1)  before adjustments",{"v":1727480.1509999998,"d":"1,727,480"}]
[null,null,"  Adjustments referring to Common Equity Tier 1"]
[null,"  7","  Prudential valuation adjustments"]
[null,"  8","  Goodwill (net of related tax liability)",{"v":-226466.451,"d":"-226,466"},1]
[null,"  9","  Other intangible assets other than mortgage-servicing rights (net of related tax liability)",{"v":-57985.791,"d":"-57,986"},2]
[null,"  10","  Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability)",{"v":-17503.7,"d":"-17,504"},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":-5673,"d":"-5,673"}]
[null,"  15","  Defined-benefit pension fund net assets",{"v":-35847.7,"d":"-35,848"},4]
[null,"  16","  Investments in own shares (if not already netted off paid-in capital on reported balance sheet)",{"v":-48740.544,"d":"-48,741"},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":-48813,"d":"-48,813"}]
[null,"  26b","  Further deductions",{"v":-111742.8,"d":"-111,743"}]
[null,"  27","  Amount of AT1 deductions, which exceeds the AT1-capital"]
[null,"  28","  = Sum of CET1-Adjustments",{"v":-552772.986,"d":"-552,773"}]
[null,"  29","  = Common Equity Tier 1 (net CET1)",{"v":1174707.1649999998,"d":"1,174,707"}]
[null,"  Additional Tier 1 Capital (AT1)"]
[null,"  30","  Directly issued qualifying Additional Tier 1 instruments plus related stock surplus",{"v":447360.359,"d":"447,360"}]
[null,"  31","     of which: classified as equity under applicable accounting standards",0]
[null,"  32","     of which: classified as liabilities under applicable accounting standards",{"v":447360.359,"d":"447,360"}]
[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":447360.359,"d":"447,360"}]
[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)",{"v":447360.359,"d":"447,360"},7]
[null,"  45","  Tier 1 capital (T1 = CET1 + AT1)",{"v":1622067.5239999997,"d":"1,622,068"}]
[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,"  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":1622067.517005,"d":"1,622,068"}]
[null,null,"  AMOUNTS WITH RISK WEIGHTING BASED ON TRANSITIONAL PROVISIONS"]
[null,"  60","  Total risk weighted assets",{"v":6148063.435125,"d":"6,148,063"}]
[null,"  Capital Ratios"]
[null,"  61","  Common Equity Tier 1 (as a percentage of risk weighted assets) para 29",{"v":0.19106946071647293,"d":"19.11%"}]
[null,"  62","  Tier 1 (as a percentage of risk weighted assets) para 45",{"v":0.26383389519581635,"d":"26.38%"}]
[null,"  63","  Total capital (as a percentage of risk weighted assets) para 59","26.38%"]
[null,"  64","  CET1-Requirements according to Basle minimum standard (Minimum requirements + capital conservation buffer + capital buffer for tbtf banks)","6.4138%"]
[null,"  65","  Of which : capital conservation buffer according to Basle minimum standard (in % of risk weighted position)","1.875%"]
[null,"  66","  Of which : countercyclical buffer according to Basle minimum standard (in % of risk weighted position)","0.0388%"]
[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)","19.1069%"]
[null,"  68a","  Common Equity Tier 1 according to CAO plus countercyclical buffer (in % of risk weightet positions)","7.8388%"]
[null,"  68b","  Available Common Equity Tier 1 (CET1) (in % of risk weighted positions)","19.1069%"]
[null,"  68c","  Tier 1 minimum ratio according CAO plus countercyclical buffer (in % of risk weighted positions)","9.6388%"]
[null,"  68d","  Available Tier 1 (in % of risk weighted positions)","23.9834%"]
[null,"  68e","  Total requirement of regulatory capital according to CAO plus countercyclical buffer (in % of risk weighted positions)","12.0388%"]
[null,"  68f","  Available regulatory capital (in % of risk weighted positions)","26.38%"]
[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":23347.670441250004,"d":"23,348"}]
[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":11206.881811800002,"d":"11,207"}]

{"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},"2018-06-30","2018-06-30"]
[null,"  1","  Credit risk (excluding counterparty credit risk) (CCR)",{"v":1823813.7723948727,"d":"1,823,814"},{"v":145905.1017915898,"d":"145,905"}]
[null,"  2","       Of which standardised approach (SA)",{"v":1823813.7723948727,"d":"1,823,814"},{"v":145905.1017915898,"d":"145,905"}]
[null,"  3","       Of which internal rating-based (IRB) approach"]
[null,"  4","  Counterparty credit risk",{"v":156015.5090481275,"d":"156,016"},{"v":12481.240723850202,"d":"12,481"}]
[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":110914.65868200001,"d":"110,915"},{"v":8873.17269456,"d":"8,873"}]
[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":33090.5,"d":"33,091"},{"v":2647.24,"d":"2,647"}]
[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":2145181.13625,"d":"2,145,181"},{"v":171614.4909,"d":"171,614"}]
[null,"  17","       Of which standardised approach (SA)",{"v":2145181.13625,"d":"2,145,181"},{"v":171614.4909,"d":"171,614"}]
[null,"  18","       Of which internal model approaches (IMM)",0,0]
[null,"  19","  Operational risk",{"v":1879047.8587500001,"d":"1,879,048"},{"v":150323.8287,"d":"150,324"}]
[null,"  20","       Of which Basic Indicator Approach",{"v":1879047.8587500001,"d":"1,879,048"},{"v":150323.8287,"d":"150,324"}]
[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":6148063.435125,"d":"6,148,063"},{"v":491845.07481,"d":"491,845"}]

{"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":10,"n_cols":7,"rows_kept":10,"merged":[[1,1,1,2],[1,3,1,6],[3,3,3,4]]}
[]
[null,"  Table 9 (CR1): Credit risk: Credit quality of assets",null,"2018-06-30"]
[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":40268.39921,"d":"40,268"},{"v":4771447.018269,"d":"4,771,447"},{"v":-15335.82496,"d":"-15,336"},{"v":4827051.242439,"d":"4,827,051"}]
[null,"  2","  Debt securities",null,{"v":1841013.895,"d":"1,841,014"},null,{"v":1841013.895,"d":"1,841,014"}]
[null,null,"  Other assets with credit risk",{"v":1004.92186,"d":"1,005"},{"v":6967840.722093,"d":"6,967,841"}]
[null,"  3","  Off-balance sheet exposures",null,{"v":467951.380127,"d":"467,951"},null,{"v":467951.380127,"d":"467,951"}]
[null,"  4","  TOTAL Reporting Period",{"v":41273.321070000005,"d":"41,273"},{"v":14048253.015488999,"d":"14,048,253"},{"v":-15335.82496,"d":"-15,336"},{"v":14104862.161519,"d":"14,104,862"}]

{"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":12,"n_cols":9,"rows_kept":12,"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,"2018-06-30"]
[]
[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,"  On-balance sheet (excluding debt securities)",{"v":644667.409422,"d":"644,667"},{"v":4151712.183097,"d":"4,151,712"},{"v":3823494.607737,"d":"3,823,495"}]
[null,"  Debt securities",{"v":1841013.895,"d":"1,841,014"}]
[null,"  Other assets with credit risk",{"v":6922323.095818,"d":"6,922,323"},{"v":46522.548135,"d":"46,523"},{"v":19963.526751,"d":"19,964"}]
[null,"  Off-balance sheet",{"v":243308.419297,"d":"243,308"},{"v":224642.96083,"d":"224,643"},{"v":211761.029049,"d":"211,761"}]
[null,"  TOTAL",{"v":9651312.819537,"d":"9,651,313"},{"v":4422877.692062,"d":"4,422,878"},{"v":4055219.1635370003,"d":"4,055,219"}]
[null,"     Of which defaulted",{"v":15335.82496,"d":"15,336"},0]

{"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",{"$nulls":7},"2018-06-30"]
[null,null,"  (in 1'000 CHF)","  a","  c","  d","  e","  f","  g","  i"]
[null,null,"  Asset classes / Risk weight","  0%","  20%","  50%","  75%","  100%","  150%","  Total credit\nexposure"]
[null,"  1","  Sovereigns and their central banks",{"$nulls":6},0]
[null,"  2","  Banks and securities traders",{"v":997054.6519414329,"d":"997,055"},{"v":29369.352702238997,"d":"29,369"},{"v":136697.2905770212,"d":"136,697"},null,{"v":9599.982973373002,"d":"9,600"},null,{"v":176810.3561940662,"d":"176,810"}]
[null,"  3","  Public-sector entities and multilateral developments banks",{"$nulls":6},0]
[null,"  4","  Corporates",{"v":273.5875546,"d":"274"},null,{"v":143.157820582,"d":"143"},{"v":10783.663779999997,"d":"10,784"},{"v":36927.422346800005,"d":"36,927"},{"v":279.21795340000006,"d":"279"},{"v":48407.049455382,"d":"48,407"}]
[null,"  5","  Retail",{"$nulls":4},{"v":26687.43422360509,"d":"26,687"},null,{"v":26687.43422360509,"d":"26,687"}]
[null,"  6","  Equity securities",{"$nulls":6},0]
[null,"  7","  Other assets",{"$nulls":6},0]
[null,"  8","  TOTAL",{"v":997328.2394960328,"d":"997,328"},{"v":29369.352702238997,"d":"29,369"},{"v":136840.4483976032,"d":"136,840"},{"v":10783.663779999997,"d":"10,784"},{"v":73214.8395437781,"d":"73,215"},{"v":279.21795340000006,"d":"279"},{"v":251904.8398730533,"d":"251,905"}]

{"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},"2018-06-30"]
[null,"  Outright products"]
[null,"  1","     Interest rate risk (general and specific)",{"v":1247074.88625,"d":"1,247,075"}]
[null,"  2","     Equity risk (general and specific)",{"v":113654.30000000002,"d":"113,654"}]
[null,"  3","     Foreign exchange risk",{"v":218015,"d":"218,015"}]
[null,"  4","     Commodity risk",{"v":266711.94999999995,"d":"266,712"}]
[null,"  Options"]
[null,"  5","     Simplified approach"]
[null,"  6","     Delta-plus method",{"v":299725,"d":"299,725"}]
[null,"  7","     Scenario approach"]
[null,"  8","     Securitisation"]
[null,"  9","  TOTAL",{"v":2145181.13625,"d":"2,145,181"}]

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

{"sheet":"45 CCA","index":18,"n_rows":48,"n_cols":4,"rows_kept":48,"merged":[[1,1,1,2],[5,1,5,3],[9,1,9,2],[23,1,23,2]]}
[]
[null,"  Annex 2 to FINMA-Circ. 2016/1"]
[null,null,"  Group","Vontobel Holding AG"]
[null,null,"  Cut-off date","2018-06-30"]
[]
[null,"  Table 45: Presentation of material features of regulatory capital instruments"]
[null,"  1","  Issuer","Vontobel Holding AG"]
[null,"  2","  Identification (ISIN)","CH0419042566"]
[null,"  3","  Governing law(s) of the instrument","Swiss Law"]
[null,"  Regulatory treatment"]
[null,"  4","     Transitional Basel III rules","AT1"]
[null,"  5","     Post-transitional Basel III rules","AT1"]
[null,"  6","     Eligible at solo/group/group&solo","Group"]
[null,"  7","      Instrument type (types to be specified by each jurisdiction)","Hybrid"]
[null,"  8","  Amount recognised in regulatory capital (as of most recent capital adequacy report)","CHF 447 mn"]
[null,"  9","  Par value of instrument","CHF 450 mn"]
[null,"  10","  Accounting classification","Debt issued\n(unsecured and subordinated)"]
[null,"  11","  Original date of issuance","29 June 2018"]
[null,"  12","  Perpetual or dated","Perpetual"]
[null,"  13","  Original maturity date","n.a."]
[null,"  14","  Issuer call subject to prior supervisory approval","Yes"]
[null,"  15","     Optional call date, contingent call dates and redemption amount","31 October 2023\nin whole but not in part\nat par plus accrued interest"]
[null,"  16","     Subsequent call dates, if applicable","any coupon payment date \nafter first call date"]
[null,"  Coupons / dividends"]
[null,"  17","     Fixed or floating dividend/coupon","Initially fixed\nthen reset every five years"]
[null,"  18","     Coupon rate and any related index","2.625%\n(Five-year CHF Mid-Market Swap Rate (or zero if negative) plus the Margin of 260.5bps)"]
[null,"  19","     Existence of a dividend stopper","Yes"]
[null,"  20","     Fully discretionary, partially discretionary or mandatory","Fully discretionary"]
[null,"  21","     Existence of step up or other incentive to redeem","No"]
[null,"  22","     Noncumulative or cumulative","Non-cumulative"]
[null,"  23","  Convertible or non-convertible","Non-convertible"]
[null,"  24","     If convertible, conversion trigger (s)","n.a."]
[null,"  25","     If convertible, fully or partially","n.a."]
[null,"  26","     If convertible, conversion rate","n.a."]
[null,"  27","     If convertible, mandatory or optional conversion","n.a."]
[null,"  28","     If convertible, specify instrument type convertible into","n.a."]
[null,"  29","     If convertible, specify issuer of instrument it converts into","n.a."]
[null,"  30","  Write-down feature","Yes"]
[null,"  31","     If write-down, write-down trigger(s)","The CET1 Ratio as per the relevant Cut-off Date is less than 7.00%"]
[null,"  32","     If write-down, full or partial","Partial"]
[null,"  33","     If write-down, permanent or temporary","Permanent"]
[null,"  34","        If temporary write-down, description of write-up mechanism","n.a."]
[null,"  35","  Position in subordination hierarchy in liquidation (specify instrument type immediately senior to instrument)","T2"]
[null,"  36","  Non-compliant transitioned features","None"]
[null,"  37","  If yes, specify non-compliant features","n.a."]
[]
[]
[null,"In case of any deviation between this table and the instrument documentation, the instrument documentation in question would be relevant."]

{"sheet":"46 LR1","index":19,"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)","2018-06-30"]
[null,"  1","  Total consolidated assets as per published financial statements",{"v":23981923.915999997,"d":"23,981,924"}]
[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":-504032.442,"d":"-504,032"}]
[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":291446,"d":"291,446"}]
[null,"  5","  Adjustment for securities financing transactions (ie repos and similar secured lending)  (Cm 52 to 73 FINMA-Circ. 15/3)",{"v":213259,"d":"213,259"}]
[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":376386.619837,"d":"376,387"}]
[null,"  7","  Other adjustments",0]
[null,"  8","  Leverage ratio exposure",{"v":24358983.093836997,"d":"24,358,983"}]

{"sheet":"47 LR2","index":20,"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)","2018-06-30"]
[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":22875458.771,"d":"22,875,459"}]
[null,"  2","  (Asset amounts deducted in determining Basel III Tier 1 capital) (2) (Cm 7, 16 and 17 FINMA-Circ. 15/3)",{"v":-504032.442,"d":"-504,032"}]
[null,"  3","  = Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1 and 2)",{"v":22371426.329,"d":"22,371,426"}]
[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":117250.455205,"d":"117,250"}]
[null,"  5","  Add-on amounts for PFE associated with all derivatives transactions (Cm 22 and 25 Circ.-FINMA 15/3)",{"v":277321.298392,"d":"277,321"}]
[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":74873.53,"d":"74,874"}]
[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":-60748.78412,"d":"-60,749"}]
[null,"  11","  = Total derivative exposures (sum of lines 4 to 10)",{"v":408696.4994770001,"d":"408,696"}]
[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":989215,"d":"989,215"}]
[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)",{"v":213259,"d":"213,259"}]
[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":1202474,"d":"1,202,474"}]
[null,"  Other off-balance sheet exposures"]
[null,"  17","  Off-balance sheet exposure at gross notional amount",{"v":467951.380127,"d":"467,951"}]
[null,"  18","  (Adjustments for conversion to credit equivalent amounts) (Cm 75 and 76 FINMA-Circ. 15/3)",{"v":-91564.76029,"d":"-91,565"}]
[null,"  19","  = Off-balance sheet items (sum of lines 17 and 18)",{"v":376386.619837,"d":"376,387"}]
[null,"  Capital and total exposures"]
[null,"  20","  Capital and total exposures (Cm 5 FINMA-Circ. 15/3)",{"v":1622067.517005,"d":"1,622,068"}]
[null,"  21","  Total exposures (sum of lines 3, 11, 16 and 19)",{"v":24358983.448314,"d":"24,358,983"}]
[null,"  Leverage ratio"]
[null,"  22","  Basel III leverage ratio (Cm 3 to 4 FINMA-Circ. 15/3)","6.7%"]

{"sheet":"48 LIQ1","index":21,"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},"2nd Quarter 2018","2nd Quarter 2018","1st Quarter 2018","1st Quarter 2018"]
[null,"  A. High-quality liquid assets (HQLA)"]
[null,"  1","  Total high-quality liquid assets (HQLA)",{"v":7057878.506212667,"d":"7,057,879"},{"v":7018819.369499333,"d":"7,018,819"},{"v":7134254.948204334,"d":"7,134,255"},{"v":7085855.079086666,"d":"7,085,855"}]
[null,"  B. Cash outflows"]
[null,"  2","  Retail deposits and deposits from small business customers,\n  of which:",{"v":5279364.844483334,"d":"5,279,365"},{"v":710405.903109,"d":"710,406"},{"v":5104847.238220667,"d":"5,104,847"},{"v":689732.5218239999,"d":"689,733"}]
[null,"  3","  Stable deposits","","","",""]
[null,"  4","  Less stable deposits",{"v":5279364.844483334,"d":"5,279,365"},{"v":710405.9031093334,"d":"710,406"},{"v":5104847.238220667,"d":"5,104,847"},{"v":689732.5218236666,"d":"689,733"}]
[null,"  5","  Unsecured wholesale funding, of which:",{"v":14980707.521481002,"d":"14,980,708"},{"v":4575028.470627333,"d":"4,575,028"},{"v":14126345.648890667,"d":"14,126,346"},{"v":4668132.804823,"d":"4,668,133"}]
[null,"  6","  Operational deposits (all counterparties) and deposits in\n  networks of cooperative banks","","","",""]
[null,"  7","  Non-operational deposits (all counterparties)",{"v":5138609.543372666,"d":"5,138,610"},{"v":3642200.1514963335,"d":"3,642,200"},{"v":5313524.231492001,"d":"5,313,524"},{"v":3869575.6425119997,"d":"3,869,576"}]
[null,"  8","  Unsecured debt",{"v":888495.6666666666,"d":"888,496"},{"v":888495.6666666666,"d":"888,496"},{"v":753513.3333333334,"d":"753,513"},{"v":753513.3333333334,"d":"753,513"}]
[null,"  9","  Secured wholesale funding",{"v":40218.5,"d":"40,219"},{"v":40218.5,"d":"40,219"},{"v":57355.8,"d":"57,356"},{"v":57355.8,"d":"57,356"}]
[null,"  10","  Additional requirements, of which:",{"v":775438.2234216668,"d":"775,438"},{"v":237821.750485,"d":"237,822"},{"v":666012.492739,"d":"666,012"},{"v":222820.182659,"d":"222,820"}]
[null,"  11","  Outflows related to derivative exposures and other collateral\n  requirements",{"v":125354,"d":"125,354"},{"v":125354,"d":"125,354"},{"v":125354,"d":"125,354"},{"v":125354,"d":"125,354"}]
[null,"  12","  Outflows related to loss of funding on debt products","","","",""]
[null,"  13","  Credit and liquidity facilities",{"v":95374.30556666665,"d":"95,374"},{"v":5173.268883333333,"d":"5,173"},{"v":75393.2692,"d":"75,393"},{"v":4157.921793333334,"d":"4,158"}]
[null,"  14","  Other contractual funding obligations","",0,"",0]
[null,"  15","  Other contingent funding obligations",{"v":824439.3333333334,"d":"824,439"},{"v":41221.96666666667,"d":"41,222"},{"v":1005685,"d":"1,005,685"},{"v":50284.25,"d":"50,284"}]
[null,"  16","  Total cash outflows",{"v":21886762.25605267,"d":"21,886,762"},{"v":5591290.424221333,"d":"5,591,290"},{"v":20922008.979850333,"d":"20,922,009"},{"v":5650088.359306,"d":"5,650,088"}]
[null,"  C. Cash inflows"]
[null,"  17","  Secured lending (e.g. reverse repos)",{"v":919167.7033333333,"d":"919,168"},{"v":919167.7033333333,"d":"919,168"},{"v":623193.8266666667,"d":"623,194"},{"v":623193.8266666667,"d":"623,194"}]
[null,"  18","  Inflows from fully performing exposures",{"v":2253130.357743667,"d":"2,253,130"},{"v":1284533.759207,"d":"1,284,534"},{"v":2361689.3015436665,"d":"2,361,689"},{"v":1328956.0755643332,"d":"1,328,956"}]
[null,"  19","  Other cash inflows",{"v":67204.17691533333,"d":"67,204"},{"v":67204.17691533333,"d":"67,204"},{"v":62519.35582366667,"d":"62,519"},{"v":62519.35582366667,"d":"62,519"}]
[null,"  20","  Total cash inflows",{"v":3239502.2379923332,"d":"3,239,502"},{"v":2270905.6394556663,"d":"2,270,906"},{"v":3047402.484034,"d":"3,047,402"},{"v":2014669.258054667,"d":"2,014,669"}]
[null,"  Total adjusted values"]
[null,"  21","  Total HQLA",null,{"v":7018819.369498999,"d":"7,018,819"},null,{"v":7085855.079086666,"d":"7,085,855"}]
[null,"  22","  Total net cash outflows",null,{"v":3320384.784765667,"d":"3,320,385"},null,{"v":3635419.1012513335,"d":"3,635,419"}]
[null,"  23","  Liquidity coverage ratio (in %)",null,{"v":2.1138572257354644,"d":"211.39%"},null,{"v":1.9491164241965035,"d":"194.91%"}]