{"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,"comments":1},"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":"KM1","index":2,"n_rows":42,"n_cols":4,"rows_kept":42,"merged":[[2,1,2,3],[3,1,3,2],[5,1,5,2],[12,1,12,2],[15,1,15,2],[22,1,22,2],[28,1,28,2],[34,1,34,2],[38,1,38,2]]}
[]
[]
[null,"  Table: KM1: Key metrics"]
[null,"  (in 1'000 CHF)",null,"  a"]
[{"$nulls":3},"2019-12-31"]
[null,"  Available capital (amounts)"]
[null,"  1","  Common Equity Tier 1 (CET1)",{"v":949439.096992,"d":"949,439"}]
[null,"  1a","  Fully loaded ECL accounting model"]
[null,"  2","  Tier 1",{"v":1397541.85499199,"d":"1,397,542"}]
[null,"  2a","  Fully loaded ECL accounting model Tier 1"]
[null,"  3","  Total capital",{"v":1397541.85499199,"d":"1,397,542"}]
[null,"  3a","  Fully loaded ECL accounting model total capital"]
[null,"  Risk-weighted assets (amounts)"]
[null,"  4","  Total risk-weighted assets (RWA)",{"v":7039308.261649,"d":"7,039,308"}]
[null,"  4a","  Minimum capital requirement",{"v":563144.66093192,"d":"563,145"}]
[null,"  Risk-based capital ratios as a percentage of RWA"]
[null,"  5","  Common Equity Tier 1 ratio (%)","13.49%"]
[null,"  5a","  Fully loaded ECL accounting model Common Equity Tier 1 (%)"]
[null,"  6","  Tier 1 ratio (%)","19.85%"]
[null,"  6a","  Fully loaded ECL accounting model Tier 1 ratio (%)"]
[null,"  7","  Total capital ratio (%)","19.85%"]
[null,"  7a","  Fully loaded ECL accounting model total capital ratio (%)"]
[null,"  Additional CET1 buffer requirements as a percentage of RWA"]
[null,"  8","  Capital conservation buffer requirement (2.5% from 2019) (%)","2.5%"]
[null,"  9","  Countercyclical buffer requirement (%)","0%"]
[null,"  10","  Bank G-SIB and/or D-SIB additional requirements (%)","0%"]
[null,"  11","  Total of bank CET1 specific buffer requirements (%)","2.5%"]
[null,"  12","  CET1 available after meeting the bank's minimum capital requirements (%)","8.99%"]
[null,"  Target capital ratios according to Annex 8 CAO (% of RWA)"]
[null,"  12a","  Capital conservation buffer according to CAO, Annex 8 (%)","4%"]
[null,"  12b","  Countercyclical capital buffer according to CAO, Art. 44 and Art. 44a (%)","0.1%"]
[null,"  12c","  CET1 capital target (%) according to CAO, Annex 8 + countercyclical buffer according \n  to CAO, Art. 44 and 44a","7.9%"]
[null,"  12d","   T1 capital target according to CAO, Annex 8 + countercyclical buffer according to \n   CAO, Art. 44 and 44a","9.7%"]
[null,"  12e","  Total capital target according to CAO, Annex 8 + contercyclical buffer according to \n   CAO, Art. 44 and 44a","12.1%"]
[null,"  Basel III leverage ratio"]
[null,"  13","  Total Basel III leverage ratio exposure measure",{"v":26669163.031451,"d":"26,669,163"}]
[null,"  14","  Basel III leverage ratio (%)",{"v":0.052402913932614446,"d":"5.240%"}]
[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":8112991.5898542525,"d":"8,112,992"}]
[null,"  16","  Total net cash outflow (6-month average)",{"v":4210856.858363672,"d":"4,210,857"}]
[null,"  17","  LCR ratio (%)",{"v":1.9266842504370807,"d":"192.668%"}]

{"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},"2019-12-31","2019-12-31"]
[null,"  1","  Credit risk (excluding counterparty credit risk CCR)",{"v":2728869.176501401,"d":"2,728,869"},{"v":218309.53412011205,"d":"218,310"}]
[null,"  2","       Of which standardised approach (SA)",{"v":2728869.176501401,"d":"2,728,869"},{"v":218309.53412011205,"d":"218,310"}]
[null,"  3","       Of which internal rating-based (F-IRB) approach"]
[null,"  4","       Of which: supervisory slotting approach"]
[null,"  5","       Of which: advanced internal ratings-based (A-IRB) approach"]
[null,"  6","  Counterparty credit risk CCR",{"v":117072.3454166,"d":"117,072"},{"v":9365.787633328,"d":"9,366"}]
[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 Current Exposure Method (CEM)",{"v":117072.3454166,"d":"117,072"},{"v":9365.787633328,"d":"9,366"}]
[null,"  8","       Of which internal model method (IMM)"]
[null,"  9","       Of which: other (CCR)"]
[null,"  10","  Credit Valuation Adjustment (CVA)",{"v":84504.4298,"d":"84,504"},{"v":6760.354384,"d":"6,760"}]
[null,"  11","  Equity positions in banking book under market-based approach",{"v":108411.251806,"d":"108,411"},{"v":8672.90014448,"d":"8,673"}]
[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":25592.0125,"d":"25,592"},{"v":2047.361,"d":"2,047"}]
[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":1723796.545625,"d":"1,723,797"},{"v":137903.72365,"d":"137,904"}]
[null,"  21","       Of which standardised approach (SA)",{"v":1723796.545625,"d":"1,723,797"},{"v":137903.72365,"d":"137,904"}]
[null,"  22","       Of which: internal model approaches (IMA)",0,0]
[null,"  23","       Capital charge for switch between trading book and banking book"]
[null,"  24","  Operational risk",{"v":2251062.5,"d":"2,251,063"},{"v":180085,"d":"180,085"}]
[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":7039308.261649,"d":"7,039,308"},{"v":563144.66093192,"d":"563,145"}]

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

{"sheet":"CC1","index":6,"n_rows":104,"n_cols":5,"rows_kept":104,"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],[58,1,58,4],[78,1,78,4],[94,1,94,4],[99,1,99,4]]}
[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 2"]
[{"$nulls":3},"2019-12-31"]
[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":2109362.691,"d":"2,109,363"}]
[null,"  3","  capital reserves / foreign currency translation reserves (+/-)",{"v":-268777.362,"d":"-268,777"}]
[null,"  4","  Issued fully paid-up capital, transitory recognised (phase out)"]
[null,"  5","  Minority interests",{"v":2E-3,"d":"0"}]
[null,"  6","  = Common Equity Tier 1 (CET1)  before adjustments",{"v":1897460.3310000002,"d":"1,897,460"}]
[null,null,"  Adjustments referring to Common Equity Tier 1"]
[null,"  7","  Prudential valuation adjustments"]
[null,"  8","  Goodwill (net of related tax liability)",{"v":-487358.436,"d":"-487,358"},1]
[null,"  9","  Other intangible assets other than mortgage-servicing rights (net of related tax liability)",{"v":-85902.468,"d":"-85,902"},2]
[null,"  10","  Deferred tax assets that rely on future profitability excluding those arising from temporary differences (net of related tax liability)",{"v":-26147.19,"d":"-26,147"},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":12468.729,"d":"12,469"}]
[null,"  15","  Defined-benefit pension fund net assets",0,4]
[null,"  16","  Investments in own shares (if not already netted off paid-in capital on reported balance sheet)",{"v":-84170.437,"d":"-84,170"},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":-81883.377,"d":"-81,883"}]
[null,"  26b","  Further deductions",{"v":-195028.75,"d":"-195,029"}]
[null,"  27","  Amount of AT1 deductions, which exceeds the AT1-capital"]
[null,"  28","  = Sum of CET1-Adjustments",{"v":-948021.9289999999,"d":"-948,022"}]
[null,"  29","  = Common Equity Tier 1 (net CET1)",{"v":949438.4020000004,"d":"949,438"}]
[null,"  Additional Tier 1 Capital (AT1)"]
[null,"  30","  Directly issued qualifying Additional Tier 1 instruments plus related stock surplus",{"v":448102.758,"d":"448,103"}]
[null,"  31","     of which: classified as equity under applicable accounting standards"]
[null,"  32","     of which: classified as liabilities under applicable accounting standards",{"v":448102.758,"d":"448,103"}]
[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":448102.758,"d":"448,103"}]
[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,"  43","  =Sum of AT1-Adjustments",0]
[null,"  44","  = additional Tier 1 capital (AT1)",{"v":448102.758,"d":"448,103"},7]
[null,"  45","  Tier 1 capital (T1 = CET1 + AT1)",{"v":1397541.1600000004,"d":"1,397,541"}]
[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,"  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":1397541.1600000004,"d":"1,397,541"}]
[null,"  60","  Total risk weighted assets",{"v":7039308.261649,"d":"7,039,308"}]
[null,"  Capital Ratios"]
[null,"  61","  Common Equity Tier 1 (as a percentage of risk weighted assets) para 29",{"v":0.13487666212497826,"d":"13.49%"}]
[null,"  62","  Tier 1 (as a percentage of risk weighted assets) para 45",{"v":0.19853387691713587,"d":"19.85%"}]
[null,"  63","  Total capital (as a percentage of risk weighted assets) para 59","19.85%"]
[null,"  64","  Institution-specific buffer requirement (capital conservation buffer plus countercyclical buffer requirements plus supplementary buffer \n  for systemically important institutions)","2.5%"]
[null,"  65","  Of which: Conservation buffer requirement international, incl. phase-in (in % of risk weighted position)","2.5%"]
[null,"  66","  Of which: Countercyclical buffer requirement (in % of risk weighted position)","0%"]
[null,"  67","  Of which: International supplementary buffer for systemically important institutions (in % of risk weighted positions)","0%"]
[null,"  68","  CET1 available after meeting the bank's minimum capital requirements (%) ","8.9877%"]
[null,"  68a","  CET1 capital target + countercyclical buffer, depending on the category (in % of risk weightet positions)","7.8991%"]
[null,"  68b","  Of which: countercyclical buffer according to Art. 44 and 44a CAO (in % of risk weighted positions)","0.0991%"]
[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)","13.4877%"]
[null,"  68d","  T1 capital target + countercyclical buffer, depending on the category (in % of risk weighted positions)","9.6991%"]
[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)","17.4553%"]
[null,"  68f","  Total capital target (depending on bank category) + countercyclical buffer (in % of risk weighted positions)","12.0991%"]
[null,"  68g","  Total capital ratio","19.8553%"]
[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":29349.788252799844,"d":"29,350"}]
[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"]

{"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 1"]
[null,"  Assets"]
[null,"  Liquid assets",{"v":7133613.317,"d":"7,133,613"}]
[null,"  Amounts due from banks",{"v":622647.591,"d":"622,648"}]
[null,"  Amounts due from securities financing transactions",{"v":355097.707,"d":"355,098"}]
[null,"  Amounts due from customers",{"v":3819850.444,"d":"3,819,850"}]
[null,"  Mortgage loans",{"v":1226357.354,"d":"1,226,357"}]
[null,"  Trading portfolio assets",{"v":3395578.782,"d":"3,395,579"}]
[null,"  Positive replacement values of derivative financial instruments",{"v":155271.465,"d":"155,271"}]
[null,"  Other financial instruments at fair value",{"v":5195237.758,"d":"5,195,238"}]
[null,"  Financial investments",{"v":2641786.138,"d":"2,641,786"}]
[null,"  Accrued income and prepaid expenses",{"v":176638.863,"d":"176,639"}]
[null,"  Participations",{"v":1043.206,"d":"1,043"}]
[null,"  Tangible fixed assets",{"v":354361.893,"d":"354,362"}]
[null,"  Intangible assets",{"v":573260.904,"d":"573,261"}]
[null,"     Of which goodwill",{"v":487358.436,"d":"487,358"},1]
[null,"     Of which other intangible assets",{"v":85902.468,"d":"85,902"},2]
[null,"  Other assets",{"v":589561.582,"d":"589,562"}]
[null,"     Of which deferred taxes depending on future revenues",{"v":26147.19,"d":"26,147"},3]
[null,"     Of which defined-benefit pension fund net assets",0,4]
[null,"  Capital not paid in"]
[null,"  Total assets",{"v":26240307.004,"d":"26,240,307"}]
[null,"  Liabilities"]
[null,"  Amounts due to banks",{"v":544194.821,"d":"544,195"}]
[null,"  Liabilities from securities financing transactions",{"v":218695.661,"d":"218,696"}]
[null,"  Amounts due in respect of customer deposits",{"v":10506413.135,"d":"10,506,413"}]
[null,"  Trading portfolio liabilities",{"v":99287.27500000008,"d":"99,287"}]
[null,"  Negative replacement values of derivative financial instruments",{"v":728375.86,"d":"728,376"}]
[null,"  Liabilities from other financial instruments at fair value",{"v":10663563.674,"d":"10,663,564"}]
[null,"  Cash bonds"]
[null,"  Bond issues and central mortgage institution loans",{"v":448102.758,"d":"448,103"},7]
[null,"  Accrued expenses and deferred income",{"v":381733.692,"d":"381,734"}]
[null,"  Other liabilities",{"v":817260.775,"d":"817,261"}]
[null,"  Provisions",{"v":19389.459,"d":"19,389"}]
[null,"     Of which deferred tax on goodwill"]
[null,"     Of which deferred tax on other intangible assets"]
[null,"  Total Liabilities",{"v":24427017.11,"d":"24,427,017"}]
[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":1840585.329,"d":"1,840,585"}]
[null,"  (Own shares)",{"v":-84170.437,"d":"-84,170"},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":1813289.894,"d":"1,813,290"}]

{"sheet":"LR1","index":8,"n_rows":12,"n_cols":4,"rows_kept":12,"merged":[[1,1,1,3]]}
[]
[null,"  Table LR1: Leverage Ratio: Summary comparison of accounting assets vs leverage ratio exposure measure"]
[null,null,"  (in 1'000 CHF)","2019-12-31"]
[null,"  1","  Total consolidated assets as per published financial statements",{"v":26240307,"d":"26,240,307"}]
[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":-735881.90300798,"d":"-735,882"}]
[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":308088.484933,"d":"308,088"}]
[null,"  5","  Adjustment for securities financing transactions (ie repos and similar secured lending)  (Cm 52 to 73 FINMA-Circ. 15/3)",{"v":347154,"d":"347,154"}]
[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":509494.984096,"d":"509,495"}]
[null,"  7","  Other adjustments"]
[null,"  8","  Leverage ratio exposure",{"v":26669162.566021018,"d":"26,669,163"}]

{"sheet":"LR2","index":9,"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 LR2: Leverage ratio: detailed presentation"]
[null,null,"  (in 1'000 CHF)","2019-12-31"]
[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":25753027,"d":"25,753,027"}]
[null,"  2","  (Asset amounts deducted in determining Basel III Tier 1 capital) (2) (Cm 7, 16 and 17 FINMA-Circ. 15/3)",{"v":-735881.90300798,"d":"-735,882"}]
[null,"  3","  = Total on-balance sheet exposures (excluding derivatives and SFTs) (sum of lines 1 and 2)",{"v":25017145.09699202,"d":"25,017,145"}]
[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":155271,"d":"155,271"}]
[null,"  5","  Add-on amounts for PFE associated with all derivatives transactions (Cm 22 and 25 Circ.-FINMA 15/3)",{"v":249984.679513,"d":"249,985"}]
[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":85829.57,"d":"85,830"}]
[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":-27725.29915,"d":"-27,725"}]
[null,"  11","  = Total derivative exposures (sum of lines 4 to 10)",{"v":463359.95036300004,"d":"463,360"}]
[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":332009,"d":"332,009"}]
[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":347154,"d":"347,154"}]
[null,"  16","  = Total securities financing transaction exposures (sum of lines 12 to 15)",{"v":679163,"d":"679,163"}]
[null,"  Other off-balance sheet exposures"]
[null,"  17","  Off-balance sheet exposure at gross notional amount",{"v":770127.817931,"d":"770,128"}]
[null,"  18","  (Adjustments for conversion to credit equivalent amounts) (Cm 75 and 76 FINMA-Circ. 15/3)",{"v":-260632.833835,"d":"-260,633"}]
[null,"  19","  = Off-balance sheet items (sum of lines 17 and 18)",{"v":509494.98409600003,"d":"509,495"}]
[null,"  Capital and total exposures"]
[null,"  20","  Capital and total exposures (Cm 5 FINMA-Circ. 15/3)",{"v":1397541.85499198,"d":"1,397,542"}]
[null,"  21","  Total exposures (sum of lines 3, 11, 16 and 19)",{"v":26669163.03145102,"d":"26,669,163"}]
[null,"  Leverage ratio"]
[null,"  22","  Basel III leverage ratio (Cm 3 to 4 FINMA-Circ. 15/3)","5.2%"]

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

{"sheet":"LIQ1","index":11,"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 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)"]
[{"$nulls":3},"4th Quarter 2019","4th Quarter 2019","3rd Quarter 2019","3rd Quarter 2019"]
[null,"  A. High-quality liquid assets (HQLA)"]
[null,"  1","  Total high-quality liquid assets (HQLA)",{"$f":"IF(ISERROR(AVERAGE(J6:L6)),\"\",AVERAGE(J6:L6))","v":""},{"v":8316025.537725794,"d":"8,316,026"},{"$f":"IF(ISERROR(AVERAGE(L6:N6)),\"\",AVERAGE(L6:N6))","v":""},{"v":7909957.641982711,"d":"7,909,958"}]
[null,"  B. Cash outflows"]
[null,"  2","  Retail deposits and deposits from small business customers,\n  of which:",{"v":6918124.25181833,"d":"6,918,124"},{"v":895568.6590863663,"d":"895,569"},{"v":7300121.568969,"d":"7,300,122"},{"v":955225.176618233,"d":"955,225"}]
[null,"  3","  Stable deposits",0,0,0,0]
[null,"  4","  Less stable deposits",{"v":6918124.25181833,"d":"6,918,124"},{"v":895568.6590863663,"d":"895,569"},{"v":7300121.568969,"d":"7,300,122"},{"v":955225.176618233,"d":"955,225"}]
[null,"  5","  Unsecured wholesale funding, of which:",{"v":6798178.756724,"d":"6,798,179"},{"v":5480542.2160788,"d":"5,480,542"},{"v":7226567.454763663,"d":"7,226,567"},{"v":5728681.576513726,"d":"5,728,682"}]
[null,"  6","  Operational deposits (all counterparties) and deposits in\n  networks of cooperative banks",0,0,0,0]
[null,"  7","  Non-operational deposits (all counterparties)",{"v":4970083.4233906595,"d":"4,970,083"},{"v":3652446.8827454667,"d":"3,652,447"},{"v":5490277.788096993,"d":"5,490,278"},{"v":3992391.9098470598,"d":"3,992,392"}]
[null,"  8","  Unsecured debt",{"v":1828095.3333333333,"d":"1,828,095"},{"v":1828095.3333333333,"d":"1,828,095"},{"v":1736289.6666666667,"d":"1,736,290"},{"v":1736289.6666666667,"d":"1,736,290"}]
[null,"  9","  Secured wholesale funding",{"$f":"IF(ISERROR(AVERAGE(J15:L15)),\"\",AVERAGE(J15:L15))","v":""},{"v":98419.83333333333,"d":"98,420"},{"$f":"IF(ISERROR(AVERAGE(L15:N15)),\"\",AVERAGE(L15:N15))","v":""},{"v":55820.033333333005,"d":"55,820"}]
[null,"  10","  Additional requirements, of which:",{"v":651446.6447572918,"d":"651,447"},{"v":257496.8386839583,"d":"257,497"},{"v":798345.1998859993,"d":"798,345"},{"v":254096.1164926663,"d":"254,096"}]
[null,"  11","  Outflows related to derivative exposures and other collateral\n  requirements",{"v":399425.4764239583,"d":"399,425"},{"v":226512.77860062534,"d":"226,513"},{"v":592527.8169193327,"d":"592,528"},{"v":233184.88986266628,"d":"233,185"}]
[null,"  12","  Outflows related to loss of funding on debt products",0,0,0,0]
[null,"  13","  Credit and liquidity facilities",{"v":252021.168333333,"d":"252,021"},{"v":30984.060083333334,"d":"30,984"},{"v":205817.38296666634,"d":"205,817"},{"v":20911.226629999997,"d":"20,911"}]
[null,"  14","  Other contractual funding obligations",0,0,0,0]
[null,"  15","  Other contingent funding obligations",{"v":1487173.6666666667,"d":"1,487,174"},{"v":74358.68333333333,"d":"74,359"},{"v":1422396.3333333333,"d":"1,422,396"},{"v":71119.81666666667,"d":"71,120"}]
[null,"  16","  Total cash outflows",{"$f":"IF(ISERROR(AVERAGE(J22:L22)),\"\",AVERAGE(J22:L22))","v":""},{"v":6806386.23051579,"d":"6,806,386"},{"$f":"IF(ISERROR(AVERAGE(L22:N22)),\"\",AVERAGE(L22:N22))","v":""},{"v":7064942.719624626,"d":"7,064,943"}]
[null,"  C. Cash inflows"]
[null,"  17","  Secured lending (e.g. reverse repos)",{"v":857324.55333333,"d":"857,325"},{"v":857324.55333333,"d":"857,325"},{"v":1110720.8266666632,"d":"1,110,721"},{"v":1110720.8266666632,"d":"1,110,721"}]
[null,"  18","  Inflows from fully performing exposures",{"v":1846455.9377363666,"d":"1,846,456"},{"v":1062030.4425190734,"d":"1,062,030"},{"v":2467946.337976,"d":"2,467,946"},{"v":1520328.9618601669,"d":"1,520,329"}]
[null,"  19","  Other cash inflows",{"v":420301.57166384096,"d":"420,302"},{"v":420301.57166384096,"d":"420,302"},{"v":478908.87736999965,"d":"478,909"},{"v":478908.87736999965,"d":"478,909"}]
[null,"  20","  Total cash inflows",{"v":3124082.062733538,"d":"3,124,082"},{"v":2339656.5675162445,"d":"2,339,657"},{"v":4057576.042012663,"d":"4,057,576"},{"v":3109958.665896829,"d":"3,109,959"}]
[null,"  Total adjusted values"]
[null,"  21","  Total HQLA",{"$f":"IF(ISERROR(AVERAGE(J29:L29)),\"\",AVERAGE(J29:L29))","v":""},{"v":8316025.537725794,"d":"8,316,026"},{"$f":"IF(ISERROR(AVERAGE(L29:N29)),\"\",AVERAGE(L29:N29))","v":""},{"v":7909957.641982711,"d":"7,909,958"}]
[null,"  22","  Total net cash outflows",{"$f":"IF(ISERROR(AVERAGE(J30:L30)),\"\",AVERAGE(J30:L30))","v":""},{"v":4466729.662999547,"d":"4,466,730"},{"$f":"IF(ISERROR(AVERAGE(L30:N30)),\"\",AVERAGE(L30:N30))","v":""},{"v":3954984.0537277968,"d":"3,954,984"}]
[null,"  23","  Liquidity coverage ratio (in %)",{"$f":"IF(ISERROR(AVERAGE(J31:L31)),\"\",AVERAGE(J31:L31))","v":""},{"v":1.8617705044055264,"d":"186.18%"},{"$f":"IF(ISERROR(AVERAGE(L31:N31)),\"\",AVERAGE(L31:N31))","v":""},{"v":1.9999973538520661,"d":"200.00%"}]

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

{"sheet":"CR1","index":13,"n_rows":9,"n_cols":7,"rows_kept":9,"merged":[[1,1,1,2],[1,3,1,6],[3,3,3,4]]}
[]
[null,"  Table CR1 : Credit risk : Credit quality of assets",null,"2019-12-31"]
[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":20894.46406,"d":"20,894"},{"v":6044539.135933,"d":"6,044,539"},{"v":17878.68803,"d":"17,879"},{"v":6047554.911963,"d":"6,047,555"}]
[null,"  2","  Debt securities",null,{"v":2523691.59,"d":"2,523,692"},null,{"v":2523691.59,"d":"2,523,692"}]
[null,"  3","  Off-balance sheet exposures",null,{"v":770300,"d":"770,300"},null,{"v":770300,"d":"770,300"}]
[null,"  4","  TOTAL Reporting Period",{"v":20894.46406,"d":"20,894"},{"v":9338530.725933,"d":"9,338,531"},{"v":17878.68803,"d":"17,879"},{"v":9341546.501962999,"d":"9,341,547"}]

{"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,"2019-12-31"]
[]
[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":1212764.12191,"d":"1,212,764"},{"v":4834790.790053,"d":"4,834,791"},{"v":4725162.03562,"d":"4,725,162"},null,{"v":109628.754433,"d":"109,629"}]
[null,"  2  Debt securities",{"v":2372879.72771,"d":"2,372,880"},{"v":150811.86229,"d":"150,812"},{"v":150811.86229,"d":"150,812"}]
[null,"  Other assets with credit risk"]
[null,"  Off-balance sheet"]
[null,"  3  TOTAL",{"v":3585643.8496199995,"d":"3,585,644"},{"v":4985602.652342999,"d":"4,985,603"},{"v":4875973.89791,"d":"4,875,974"},null,{"v":109628.754433,"d":"109,629"},null,0]
[null,"     Of which defaulted",{"v":20893.326472,"d":"20,893"}]

{"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":13,"n_cols":10,"rows_kept":13,"merged":[[1,1,1,9]]}
[]
[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":39.42721,"d":"39"},{"$nulls":5},39]
[null,"  2","  Banks and securities traders",{"v":551801.292361,"d":"551,801"},{"v":40232.602738,"d":"40,233"},{"v":79657.374215,"d":"79,657"},null,{"v":315.6091,"d":"316"},null,{"v":672007,"d":"672,007"}]
[null,"  3","  Public-sector entities and multilateral developments banks",{"v":158139.18674,"d":"158,139"},{"$nulls":5},{"v":158139,"d":"158,139"}]
[null,"  4","  Corporates",{"v":14405.884372,"d":"14,406"},null,{"v":153.658707,"d":"154"},null,{"v":24714.462482,"d":"24,714"},{"v":249.529015,"d":"250"},{"v":39524,"d":"39,524"}]
[null,"  5","  Retail",{"v":39881.664601,"d":"39,882"},null,null,{"v":5171.53718,"d":"5,172"},{"v":39733.959719,"d":"39,734"},{"v":68.887133,"d":"69"},{"v":84856,"d":"84,856"}]
[null,"  6","  Equity securities"]
[null,"  7","  Other assets",0,{"$nulls":5},0]
[null,8]
[null,9,"  TOTAL",{"v":764267.455284,"d":"764,267"},{"v":40232.602738,"d":"40,233"},{"v":79811.032922,"d":"79,811"},{"v":5171.53718,"d":"5,172"},{"v":64764.031300999995,"d":"64,764"},{"v":318.416148,"d":"318"},{"v":954565,"d":"954,565"}]

{"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},"2019-12-31"]
[null,"  Outright products"]
[null,"  1","     Interest rate risk (general and specific)",{"v":1134897.295625,"d":"1,134,897"}]
[null,"  2","     Equity risk (general and specific)",{"v":86031.5,"d":"86,032"}]
[null,"  3","     Foreign exchange risk",{"v":192301,"d":"192,301"}]
[null,"  4","     Commodity risk",{"v":82321.75,"d":"82,322"}]
[null,"  Options"]
[null,"  5","     Simplified approach"]
[null,"  6","     Delta-plus method",{"v":228244.99999999997,"d":"228,245"}]
[null,"  7","     Scenario approach"]
[null,"  8","     Securitisation"]
[null,"  9","  TOTAL",{"v":1723796.545625,"d":"1,723,797"}]

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

{"sheet":"IRRBBA1","index":23,"n_rows":30,"n_cols":8,"rows_kept":30,"merged":[[1,1,1,7],[2,1,2,2],[2,3,2,5],[2,6,2,7],[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],[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]]}
[]
[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,"31.12.2019","  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":339542.0591675485,"d":"339,542"},{"v":15500,"d":"15,500"},{"v":324042.0591675485,"d":"324,042"},{"v":0.0224423428552336,"d":"0.022"},{"v":0.08781362007168458,"d":"0.088"}]
[null,"  Due from customers",null,{"v":3572614.161740005,"d":"3,572,614"},{"v":1384378.2621200003,"d":"1,384,378"},{"v":2034041.3747800048,"d":"2,034,041"},{"v":1.2413529153020926,"d":"1.241"},{"v":2.3106435887174928,"d":"2.311"}]
[null,"  Money-market mortgages",null,{"v":353872.41130000004,"d":"353,872"},{"v":353872.41130000004,"d":"353,872"},0,{"v":0.17056345310757864,"d":"0.171"},{"v":0.17056345310757864,"d":"0.171"}]
[null,"  Fixed-term mortgages",null,{"v":870082.1233,"d":"870,082"},{"v":870082.1233,"d":"870,082"},0,{"v":6.2622024729245105,"d":"6.262"},{"v":6.2622024729245105,"d":"6.262"}]
[null,"  Financial investments",null,{"v":2523691.58971905,"d":"2,523,692"},{"v":733445.5380199996,"d":"733,446"},{"v":1668535.3456290504,"d":"1,668,535"},{"v":2.0372772975247413,"d":"2.037"},{"v":3.3762787007361466,"d":"3.376"}]
[null,"  Other assets",null,0,0,0,"",""]
[null,"  Asset legs of interest rate derivatives (1)",null,{"v":228325,"d":"228,325"},{"v":88325,"d":"88,325"},{"v":140000,"d":"140,000"},{"v":0.47033285886346216,"d":"0.470"},{"v":0.24782054910840645,"d":"0.248"}]
[null,"  Due to banks",null,{"v":225262.625,"d":"225,263"},{"v":218000,"d":"218,000"},{"v":7262.625,"d":"7,263"},{"v":0.10196825631119823,"d":"0.102"},{"v":0.1046126401630989,"d":"0.105"}]
[null,"  Due to customers",null,{"v":40000,"d":"40,000"},{"v":40000,"d":"40,000"},0,{"v":0.15208333333333332,"d":"0.152"},{"v":0.15208333333333332,"d":"0.152"}]
[null,"  Cash bonds",null,0,0,0,"",""]
[null,"  Debt issued",null,{"v":448102.758,"d":"448,103"},{"v":448102.758,"d":"448,103"},0,{"v":3.8888888888888893,"d":"3.889"},{"v":3.8888888888888893,"d":"3.889"}]
[null,"  Other liabilities",null,0,0,0,"",""]
[null,"  Liability legs of interest rate derivatives (1)",null,{"v":228325,"d":"228,325"},{"v":88325,"d":"88,325"},{"v":140000,"d":"140,000"},{"v":4.157971702130248,"d":"4.158"},{"v":10.629707205082239,"d":"10.630"}]
[null,"  Non-defined resetting date of interest rate",null,0,0]
[null,"  Due from banks",null,{"v":545651.0829404605,"d":"545,651"},{"v":51587.41328000006,"d":"51,587"},{"v":366776.3331979228,"d":"366,776"},{"v":0.002777777777777768,"d":"0.003"},{"v":2.7777777777777805E-3,"d":"0.003"}]
[null,"  Due from customers",null,{"v":274003.65901352186,"d":"274,004"},{"v":68793.92676999995,"d":"68,794"},{"v":176317.2043735219,"d":"176,317"},{"v":2.7777777777777814E-3,"d":"0.003"},{"v":0.002777777777777776,"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":10462400.07012337,"d":"10,462,400"},{"v":4411473.27619,"d":"4,411,473"},{"v":4991702.427383475,"d":"4,991,702"},{"v":0.7799400395520425,"d":"0.780"},{"v":1.042206991543337,"d":"1.042"}]
[null,"  Other liabilities at sight",null,{"v":112312.73539592138,"d":"112,313"},{"v":9089.88154,"d":"9,090"},{"v":5115.037886832375,"d":"5,115"},{"v":0.002777777777777772,"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":20224185.275699876,"d":"20,224,185"},{"v":8780975.590519998,"d":"8,780,976"},{"v":9853792.407418355,"d":"9,853,792"}]
[]
[]
[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,"  DELTA EVE","  DELTA NII"]
[null,"  Period",null,"31.12.2019","31.12.2019"]
[null,"  Parallel up",null,{"v":-67206.20254571205,"d":"-67,206"},{"v":23111.115747301825,"d":"23,111"}]
[null,"  Parallel down",null,{"v":81253.0698882334,"d":"81,253"},{"v":-12072.8059872222,"d":"-12,073"}]
[null,"  Steepener",null,{"v":-59792.93572733388,"d":"-59,793"}]
[null,"  Flattener",null,{"v":46460.22771788847,"d":"46,460"}]
[null,"  Short rate up",null,{"v":15223.590460899552,"d":"15,224"}]
[null,"  Short rate down",null,{"v":-15853.994734778165,"d":"-15,854"}]
[null,"  Maximum",null,{"v":-67206.20254571205,"d":"-67,206"},{"v":-12072.8059872222,"d":"-12,073"}]
[null,"  Period",null,"31.12.2019"]
[null,"  Tier 1 capital",null,{"v":1397541.85499199,"d":"1,397,542"}]

{"sheet":"ORA","index":25,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}