51 Disclosure relating to the liquidity and capital requirements established by FINMA in its 2016/1 circular (in millions of CHF) FY 2022 FY 2021 Eligible capital (CHF) of which CET1 (CHF) 1,538.2 1,525.0 of which T1 (CHF) 1,538.2 1,525.0 Eligible capital (total) 1,869.1 1,855.9 Risk-weighted assets (RWA) (CHF) RWA 8,897.4 9,954.2 Minimum capital requirements 711.8 796.3 Risk-based capital ratios (as a % of RWA) CET1 Ratio (%) 17.3% 15.3% Tier 1 capital ratio (%) 17.3% 15.3% Total capital ratio (%) 21.0% 18.6% Mandatory CET1 Capital Conservation Buffer (as a % of RWA) Basel Capital Adequacy Ratio Minimum Requirement (%) 2.5% 2.5% All Basel capital buffer minimum requirements, as a component of CET1 (%) 2.5% 2.5% CET1 available to cover buffer requirements according to the Basel minimum standard (after deduction of the CET1 attributed to the coverage of minimum requirements and, where relevant,TLAC requirements) (%) 7.7% 9.3% Target capital ratios pursuant to Annex 8 of the Capital Adequacy Ordinance (CAO) (as a % of RWA) Capital buffer requirements pursuant to Annex 8 of the CAO (%) 4.0% 4.0% Countercyclical capital butter (pursuant to Art. 44 of the CAO) (%) 0.0% 0.0% Target CET1 ratio (in %) pursuant to Annex 8 of the CAO, plus the countercyclical capital buffer 10.8% 7.8% Target CET1 ratio (in %) pursuant to Annex 8 of the CAO, plus the countercyclical capital buffer 12.6% 9.6% Target total capital ratio (in %) pursuant to Annex 8 of the CAO, plus the countercyclical capital buffer 15.0% 12.0% Basel III leverage ratio Total exposure (CHF) 20,239.0 21,499.0 Basel III leverage ratio (Tier 1 capital as a % of total exposure) 7.6% 7.1% Liquidity Coverage Ratio (LCR) Q4 short-term liquidity coverage ratio (LCR) (%): Numerator of the LCR: sum of high-quality liquid assets (CHF) 5,320.3 2,900.5 Denominator of the LCR: net sum of cash outflows (CHF) 2,427.3 1,469.4 Liquidity Coverage Ratio, LCR (in %) 219% 197% Q3 short-term liquidity coverage ratio (LCR) (%): Numerator of the LCR: sum of high-quality liquid assets (CHF) 3,619.5 2,667.4 Denominator of the LCR: net sum of cash outflows (CHF) 1,535.0 1,551.5 Liquidity Coverage Ratio, LCR (in %) 236% 172% Q2 short-term liquidity coverage ratio (LCR) (%): Numerator of the LCR: sum of high-quality liquid assets (CHF) 2,823.8 2,618.2 Denominator of the LCR: net sum of cash outflows (CHF) 1,540.6 1,413.0 Liquidity Coverage Ratio, LCR (in %) 183% 185% Q1 short-term liquidity coverage ratio (LCR) (%): Numerator of the LCR: sum of high-quality liquid assets (CHF) 2,646.1 2,943.2 Denominator of the LCR: net sum of cash outflows (CHF) 1,449.3 1,441.3 Liquidity Coverage Ratio, LCR (in %) 183% 204% Net Stable Funding Ratio (NSFR) Available stable funding (in CHF) 9,262.6 10,300.0 Required stable funding (in CHF) 6,418.8 7,931.5 Net Stable Funding Ratio (NSFR) (in %) 144% 130%
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