{"text_format":"3","workbook":"xlsx","n_sheets":7,"sheets":["Cover","Intro","KM1","OVA","OV1","LIQA","LIQ1"],"not_rendered":{"images":2,"defined_names":1968},"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},"2019-06-30"]
[null,"  Available capital (amounts)"]
[null,"  1","  Common Equity Tier 1 (CET1)",{"v":924983.4,"d":"924,983"}]
[null,"  1a","  Fully loaded ECL accounting model"]
[null,"  2","  Tier 1",{"v":1372838.56899499,"d":"1,372,839"}]
[null,"  2a","  Fully loaded ECL accounting model Tier 1"]
[null,"  3","  Total capital",{"v":1372838.56899499,"d":"1,372,839"}]
[null,"  3a","  Fully loaded ECL accounting model total capital"]
[null,"  Risk-weighted assets (amounts)"]
[null,"  4","  Total risk-weighted assets (RWA)",{"v":7540365.892096488,"d":"7,540,366"}]
[null,"  4a","  Minimum capital requirement",{"v":603229.271367719,"d":"603,229"}]
[null,"  Risk-based capital ratios as a percentage of RWA"]
[null,"  5","  Common Equity Tier 1 ratio (%)",{"v":0.12267089279640024,"d":"12.27%"}]
[null,"  5a","  Fully loaded ECL accounting model Common Equity Tier 1 (%)"]
[null,"  6","  Tier 1 ratio (%)",{"v":0.18206526415832902,"d":"18.21%"}]
[null,"  6a","  Fully loaded ECL accounting model Tier 1 ratio (%)"]
[null,"  7","  Total capital ratio (%)","18.21%"]
[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 (%)","7.7671%"]
[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 (%)","0.0844%"]
[null,"  12c","  CET1 capital target (%) according to CAO, Annex 8 + countercyclical buffer according \n  to CAO, Art. 44 and 44a","7.8844%"]
[null,"  12d","   T1 capital target according to CAO, Annex 8 + countercyclical buffer according to \n   CAO, Art. 44 and 44a","9.6844%"]
[null,"  12e","  Total capital target according to CAO, Annex 8 + contercyclical buffer according to \n   CAO, Art. 44 and 44a","12.0844%"]
[null,"  Basel III leverage ratio"]
[null,"  13","  Total Basel III leverage ratio exposure measure",{"v":28208615.666683,"d":"28,208,616"}]
[null,"  14","  Basel III leverage ratio (%)",{"v":0.04866734990531422,"d":"4.867%"}]
[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":7987191.655053594,"d":"7,987,192"}]
[null,"  16","  Total net cash outflow (6-month average)",{"v":4135033.3034045557,"d":"4,135,033"}]
[null,"  17","  LCR ratio (%)",{"v":1.9315906472814588,"d":"193.159%"}]

{"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},"2019-06-30","2019-06-30"]
[null,"  1","  Credit risk (excluding counterparty credit risk CCR)",{"v":2371567.763542413,"d":"2,371,568"},{"v":189725.42108339304,"d":"189,725"}]
[null,"  2","       Of which standardised approach (SA)",{"v":2371567.763542413,"d":"2,371,568"},{"v":189725.42108339304,"d":"189,725"}]
[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":177073.7789476,"d":"177,074"},{"v":14165.902315808,"d":"14,166"}]
[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":177073.7789476,"d":"177,074"},{"v":14165.902315808,"d":"14,166"}]
[null,"  8","       Of which internal model method (IMM)"]
[null,"  9","       Of which: other (CCR)"]
[null,"  10","  Credit Valuation Adjustment (CVA)",{"v":83609.55663749999,"d":"83,610"},{"v":6688.764531,"d":"6,689"}]
[null,"  11","  Equity positions in banking book under market-based approach",{"v":111113.78609399998,"d":"111,114"},{"v":8889.102887519999,"d":"8,889"}]
[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":28644.748750000002,"d":"28,645"},{"v":2291.5799,"d":"2,292"}]
[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":2540793.7581249876,"d":"2,540,794"},{"v":203263.500649999,"d":"203,264"}]
[null,"  21","       Of which standardised approach (SA)",{"v":2540793.7581249876,"d":"2,540,794"},{"v":203263.500649999,"d":"203,264"}]
[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":2227562.4999999874,"d":"2,227,562"},{"v":178204.999999999,"d":"178,205"}]
[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":7540365.892096488,"d":"7,540,366"},{"v":603229.271367719,"d":"603,229"}]

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

{"sheet":"LIQ1","index":6,"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},"2nd Quarter 2019","2nd Quarter 2019","1st Quarter 2019","1st Quarter 2019"]
[null,"  A. High-quality liquid assets (HQLA)"]
[null,"  1","  Total high-quality liquid assets (HQLA)","",{"v":7776521.505023028,"d":"7,776,522"},"",{"v":8197861.8050841605,"d":"8,197,862"}]
[null,"  B. Cash outflows"]
[null,"  2","  Retail deposits and deposits from small business customers,\n  of which:",{"v":7415443.440157657,"d":"7,415,443"},{"v":966237.9469163996,"d":"966,238"},{"v":7653553.04613842,"d":"7,653,553"},{"v":1015386.7523857063,"d":"1,015,387"}]
[null,"  3","  Stable deposits",0,0,0,0]
[null,"  4","  Less stable deposits",{"v":7415443.440157657,"d":"7,415,443"},{"v":966237.9469163996,"d":"966,238"},{"v":7653553.04613842,"d":"7,653,553"},{"v":1015386.7523857063,"d":"1,015,387"}]
[null,"  5","  Unsecured wholesale funding, of which:",{"v":7039717.522794996,"d":"7,039,718"},{"v":5576674.27036253,"d":"5,576,674"},{"v":6593674.55787219,"d":"6,593,675"},{"v":5136077.403026787,"d":"5,136,077"}]
[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":5448466.856128324,"d":"5,448,467"},{"v":3985423.6036958634,"d":"3,985,424"},{"v":5390051.891205523,"d":"5,390,052"},{"v":3932454.73636012,"d":"3,932,455"}]
[null,"  8","  Unsecured debt",{"v":1591250.6666666667,"d":"1,591,251"},{"v":1591250.6666666667,"d":"1,591,251"},{"v":1203622.6666666667,"d":"1,203,623"},{"v":1203622.6666666667,"d":"1,203,623"}]
[null,"  9","  Secured wholesale funding","",0,"",{"v":47444.916666666664,"d":"47,445"}]
[null,"  10","  Additional requirements, of which:",{"v":773534.1458179993,"d":"773,534"},{"v":259464.43161799965,"d":"259,464"},{"v":812947.840863585,"d":"812,948"},{"v":247356.508900251,"d":"247,357"}]
[null,"  11","  Outflows related to derivative exposures and other collateral\n  requirements",{"v":582190.8795180001,"d":"582,191"},{"v":239178.77748799932,"d":"239,179"},{"v":625824.0745635851,"d":"625,824"},{"v":227358.99643691766,"d":"227,359"}]
[null,"  12","  Outflows related to loss of funding on debt products",0,0,0,0]
[null,"  13","  Credit and liquidity facilities",{"v":191343.26629999967,"d":"191,343"},{"v":20285.65413,"d":"20,286"},{"v":187123.76629999967,"d":"187,124"},{"v":19997.512463333333,"d":"19,998"}]
[null,"  14","  Other contractual funding obligations",0,0,0,0]
[null,"  15","  Other contingent funding obligations",{"v":1377976.3333333333,"d":"1,377,976"},{"v":117791.06666666667,"d":"117,791"},{"v":1403096,"d":"1,403,096"},{"v":70154.8,"d":"70,155"}]
[null,"  16","  Total cash outflows","",{"v":6920167.715563595,"d":"6,920,168"},"",{"v":6516420.38097941,"d":"6,516,420"}]
[null,"  C. Cash inflows"]
[null,"  17","  Secured lending (e.g. reverse repos)",{"v":696818.0433333324,"d":"696,818"},{"v":696818.0433333324,"d":"696,818"},{"v":728371.586666666,"d":"728,372"},{"v":728371.586666666,"d":"728,372"}]
[null,"  18","  Inflows from fully performing exposures",{"v":2613905.40427533,"d":"2,613,905"},{"v":1590719.57687833,"d":"1,590,720"},{"v":2446353.389753427,"d":"2,446,353"},{"v":1400302.5343225868,"d":"1,400,303"}]
[null,"  19","  Other cash inflows",{"v":589249.182934333,"d":"589,249"},{"v":589249.182934333,"d":"589,249"},{"v":161060.56559864618,"d":"161,061"},{"v":161060.56559864618,"d":"161,061"}]
[null,"  20","  Total cash inflows",{"v":3899972.6305429954,"d":"3,899,973"},{"v":2876786.8031459954,"d":"2,876,787"},{"v":3335785.542018739,"d":"3,335,786"},{"v":2289734.6865878985,"d":"2,289,735"}]
[null,"  Total adjusted values"]
[null,"  21","  Total HQLA",null,{"v":7776521.505023028,"d":"7,776,522"},null,{"v":8197861.8050841605,"d":"8,197,862"}]
[null,"  22","  Total net cash outflows",null,{"v":4043380.9124176004,"d":"4,043,381"},null,{"v":4226685.694391511,"d":"4,226,686"}]
[null,"  23","  Liquidity coverage ratio (in %)",null,{"v":1.9232720521434437,"d":"192.33%"},null,{"v":1.939548477891814,"d":"193.95%"}]