{"text_format":"3","workbook":"xlsx","n_sheets":7,"sheets":["Cover","Intro","OVA","KM1","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":"OVA","index":2,"n_rows":0,"n_cols":0,"rows_kept":0,"merged":[[0,0,58,8]]}

{"sheet":"KM1","index":3,"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},"2020-06-30"]
[null,"  Available capital (amounts)"]
[null,"  1","  Common Equity Tier 1 (CET1)",{"v":972305.989002999,"d":"972,306"}]
[null,"  1a","  Fully loaded ECL accounting model"]
[null,"  2","  Tier 1",{"v":1420656.213003,"d":"1,420,656"}]
[null,"  2a","  Fully loaded ECL accounting model Tier 1"]
[null,"  3","  Total capital",{"v":1420656.213003,"d":"1,420,656"}]
[null,"  3a","  Fully loaded ECL accounting model total capital"]
[null,"  Risk-weighted assets (amounts)"]
[null,"  4","  Total risk-weighted assets (RWA)",{"v":7037741.256198488,"d":"7,037,741"}]
[null,"  4a","  Minimum capital requirement",{"v":563019.300495879,"d":"563,019"}]
[null,"  Risk-based capital ratios as a percentage of RWA"]
[null,"  5","  Common Equity Tier 1 ratio (%)","13.82%"]
[null,"  5a","  Fully loaded ECL accounting model Common Equity Tier 1 (%)"]
[null,"  6","  Tier 1 ratio (%)","20.19%"]
[null,"  6a","  Fully loaded ECL accounting model Tier 1 ratio (%)"]
[null,"  7","  Total capital ratio (%)","20.19%"]
[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 (%)","9.32%"]
[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%"]
[null,"  12c","  CET1 capital target (%) according to CAO, Annex 8 + countercyclical buffer according \n  to CAO, Art. 44 and 44a","7.8%"]
[null,"  12d","   T1 capital target according to CAO, Annex 8 + countercyclical buffer according to \n   CAO, Art. 44 and 44a","9.6%"]
[null,"  12e","  Total capital target according to CAO, Annex 8 + contercyclical buffer according to \n   CAO, Art. 44 and 44a","12%"]
[null,"  Basel III leverage ratio"]
[null,"  13","  Total Basel III leverage ratio exposure measure",{"v":29299138.4218679,"d":"29,299,138"}]
[null,"  14","  Basel III leverage ratio (%)",{"v":0.04848798597922831,"d":"4.849%"}]
[null,"  14a","  Fully loaded ECL accounting model Basel III leverage ratio (%)"]
[null,"  Liquidity Coverage Ratio (First Half-Year)"]
[null,"  15","  Total HQLA (6-month average)",{"v":8014589.878688587,"d":"8,014,590"}]
[null,"  16","  Total net cash outflow (6-month average)",{"v":4302784.479632148,"d":"4,302,784"}]
[null,"  17","  LCR ratio (%)",{"v":1.8626519447178465,"d":"186.265%"}]

{"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},"2020-06-30","2020-06-30"]
[null,"  1","  Credit risk (excluding counterparty credit risk CCR)",{"v":2804640.6103171,"d":"2,804,641"},{"v":224371.248825368,"d":"224,371"}]
[null,"  2","       Of which standardised approach (SA)",{"v":2804640.6103171,"d":"2,804,641"},{"v":224371.248825368,"d":"224,371"}]
[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":232058.5023084,"d":"232,059"},{"v":18564.680184672,"d":"18,565"}]
[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":232058.5023084,"d":"232,059"},{"v":18564.680184672,"d":"18,565"}]
[null,"  8","       Of which internal model method (IMM)"]
[null,"  9","       Of which: other (CCR)"]
[null,"  10","  Credit Valuation Adjustment (CVA)",{"v":152074.485975,"d":"152,074"},{"v":12165.958878,"d":"12,166"}]
[null,"  11","  Equity positions in banking book under market-based approach",{"v":49717.15640800001,"d":"49,717"},{"v":3977.372512640001,"d":"3,977"}]
[null,"  12","  Equity investments in funds – look-through approach"]
[null,"  13","  Equity investments in funds – mandate-based approach",{"v":34069.236315,"d":"34,069"},{"v":2725.5389052,"d":"2,726"}]
[null,"  14","  Equity investments in funds – fall-back approach",{"v":32681.14675,"d":"32,681"},{"v":2614.49174,"d":"2,614"}]
[null,"  14a","  Equity investments in funds – simplified approach"]
[null,"  15","  Settlement risk",{"v":23900,"d":"23,900"},{"v":1912,"d":"1,912"}]
[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":1550888.033125,"d":"1,550,888"},{"v":124071.04265,"d":"124,071"}]
[null,"  21","       Of which standardised approach (SA)",{"v":1550888.033125,"d":"1,550,888"},{"v":124071.04265,"d":"124,071"}]
[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":2157712.0849999874,"d":"2,157,712"},{"v":172616.966799999,"d":"172,617"}]
[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":7037741.256198488,"d":"7,037,741"},{"v":563019.300495879,"d":"563,019"}]

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

{"sheet":"LIQ1","index":6,"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},"2nd Quarter 2020","2nd Quarter 2020","1st Quarter 2020","1st Quarter 2020"]
[null,"  A. High-quality liquid assets (HQLA)"]
[null,"  1","  Total high-quality liquid assets (HQLA)","",{"v":7825521.904106457,"d":"7,825,522"},"",{"v":8203657.853270717,"d":"8,203,658"}]
[null,"  B. Cash outflows"]
[null,"  2","  Retail deposits and deposits from small business customers,\n  of which:",{"v":7870620.41957736,"d":"7,870,620"},{"v":1040775.7202160334,"d":"1,040,776"},{"v":7119346.786267483,"d":"7,119,347"},{"v":930257.690005315,"d":"930,258"}]
[null,"  3","  Stable deposits",0,0,0,0]
[null,"  4","  Less stable deposits",{"v":7870620.41957736,"d":"7,870,620"},{"v":1040775.7202160334,"d":"1,040,776"},{"v":7119346.786267483,"d":"7,119,347"},{"v":930257.690005315,"d":"930,258"}]
[null,"  5","  Unsecured wholesale funding, of which:",{"v":6837021.870552233,"d":"6,837,022"},{"v":5308512.227903756,"d":"5,308,512"},{"v":7388169.41110725,"d":"7,388,169"},{"v":5991459.978842002,"d":"5,991,460"}]
[null,"  6","  Operational deposits (all counterparties) and deposits in\n  networks of cooperative banks",0,0,{"v":9826.757560333333,"d":"9,827"},{"v":2456.6893900833334,"d":"2,457"}]
[null,"  7","  Non-operational deposits (all counterparties)",{"v":5398212.203885566,"d":"5,398,212"},{"v":3869702.5612370935,"d":"3,869,703"},{"v":5576549.320213583,"d":"5,576,549"},{"v":4187209.9561185897,"d":"4,187,210"}]
[null,"  8","  Unsecured debt",{"v":1438809.6666666667,"d":"1,438,810"},{"v":1438809.6666666667,"d":"1,438,810"},{"v":1801793.3333333333,"d":"1,801,793"},{"v":1801793.3333333333,"d":"1,801,793"}]
[null,"  9","  Secured wholesale funding","",{"v":437083.2166666666,"d":"437,083"},"",{"v":288074.13999999966,"d":"288,074"}]
[null,"  10","  Additional requirements, of which:",{"v":852409.677905901,"d":"852,410"},{"v":277741.186515901,"d":"277,741"},{"v":915228.8137385454,"d":"915,229"},{"v":216365.97998187869,"d":"216,366"}]
[null,"  11","  Outflows related to derivative exposures and other collateral\n  requirements",{"v":690073.1062392343,"d":"690,073"},{"v":258113.24293256734,"d":"258,113"},{"v":736036.825405212,"d":"736,037"},{"v":196076.13223187835,"d":"196,076"}]
[null,"  12","  Outflows related to loss of funding on debt products",0,0,0,0]
[null,"  13","  Credit and liquidity facilities",{"v":162336.57166666634,"d":"162,337"},{"v":19627.94358333333,"d":"19,628"},{"v":179191.98833333235,"d":"179,192"},{"v":20289.84775,"d":"20,290"}]
[null,"  14","  Other contractual funding obligations",0,0,0,0]
[null,"  15","  Other contingent funding obligations",{"v":1285615.6666666667,"d":"1,285,616"},{"v":64280.78333333333,"d":"64,281"},{"v":1417000,"d":"1,417,000"},{"v":70850,"d":"70,850"}]
[null,"  16","  Total cash outflows","",{"v":7128393.134635691,"d":"7,128,393"},"",{"v":7497007.788829197,"d":"7,497,008"}]
[null,"  C. Cash inflows"]
[null,"  17","  Secured lending (e.g. reverse repos)",{"v":1155034.6241733334,"d":"1,155,035"},{"v":1155034.6241733334,"d":"1,155,035"},{"v":1124264.7066666668,"d":"1,124,265"},{"v":1124264.7066666668,"d":"1,124,265"}]
[null,"  18","  Inflows from fully performing exposures",{"v":2260644.1451988034,"d":"2,260,644"},{"v":1301523.88334288,"d":"1,301,524"},{"v":2600969.0671763932,"d":"2,600,969"},{"v":1506431.3891853767,"d":"1,506,431"}]
[null,"  19","  Other cash inflows",{"v":608227.2233185157,"d":"608,227"},{"v":608227.2233185157,"d":"608,227"},{"v":324350.1375138193,"d":"324,350"},{"v":324350.1375138193,"d":"324,350"}]
[null,"  20","  Total cash inflows",{"v":4023905.992690652,"d":"4,023,906"},{"v":3064785.7308347286,"d":"3,064,786"},{"v":4049583.9113568794,"d":"4,049,584"},{"v":2955046.233365862,"d":"2,955,046"}]
[null,"  Total adjusted values"]
[null,"  21","  Total HQLA",null,{"v":7825521.904106457,"d":"7,825,522"},null,{"v":8203657.853270717,"d":"8,203,658"}]
[null,"  22","  Total net cash outflows",null,{"v":4063607.403800962,"d":"4,063,607"},null,{"v":4541961.555463334,"d":"4,541,962"}]
[null,"  23","  Liquidity coverage ratio (in %)",null,{"v":1.925757369372525,"d":"192.58%"},null,{"v":1.806192710592824,"d":"180.62%"}]