Liquidity

LIQ1: Information on the liquidity coverage ratio (LCR)

	a	b	c	b	c
	Amounts in millions Swiss francs	Unweighted values Q2 2026	Weighted values Q2 2026	Unweighted values Q1 2026	Weighted values Q1 2026
	High-quality liquid assets (HQLA)
1	Total HQLA	–	8,445	–	8,497
	Cash outflows
2	Retail deposits	14,296	1,266	14,413	1,259
3	of which stable deposits	5,443	272	5,697	285
4	of which less stable deposits	8,852	994	8,716	974
5	Unsecured wholesale funding	9,833	6,663	9,376	6,007
6	of which operational deposits (all counterparties)	1,863	466	1,825	456
7	of which non-operational deposits all counterparties	7,889	6,116	7,492	5,491
8	of which unsecured debt	82	82	60	60
9	Secured wholesale funding and collateral swaps	–	7	–	1
10	Other outflows	2,915	693	2,890	685
11	of which outflows related to derivative exposures and other transactions	703	265	776	276
12	of which outflows related to loss of funding on asset-backed securities, covered bonds and other structured financing instruments, asset-backed commercial papers, conduits, securities investment vehicles and other such financing facilities	29	29	27	27
13	of which, outflows related to committed credit and liquidity facilities	2,183	399	2,087	382
14	Other contractual funding obligations	165	157	185	179
15	Other contingent funding obligations	28,048	78	27,447	73
16	Total cash outflows	–	8,863	–	8,204
	Cash inflows
17	Secured financing operations (e.g. reverse repo transactions)	–	28	–	0
18	Infows from fully performing exposures	3,502	2,578	3,004	2,211
19	Other cash inflows	30	30	40	40
20	Total cash inflows	–	2,636	–	2,251

21	Total HQLA	–	8,445	–	8,497
22	Total net cash outflows	–	6,227	–	5,953
23	Liquidity coverage ratio (LCR)	–	135.61 %	–	142.73 %

The figures shown are calculated as a simple average of the monthly determined LCR values.

In addition to high-quality liquid assets (HQLA), the main factors influencing the reported LCR metric are non-operational deposits from business customers in the financial sector, which are fully accounted for as outflows, as well as cash inflows and outflows from derivative transactions (particularly currency swaps).

As at 30 June 2026, the weighted high-quality liquid assets consist of 60.8 % level 1, 38.7 % level 2a and 0.5 % level 2b assets.

Concentrations of liabilities are avoided by applying maximum limits to the funds of individual borrowers or business entities.

The liquidity requirement arising from potential cash collateral requirements for derivative financial instruments under the Credit Support Annexes per counterparty is based on the highest outflow within 30 days over the past 24 months.

Within the meaning of margin number 321 in conjunction with margin number 325 of FINMA Circular 2015/02 ‘Liquidity risks – banks,’ only the LCR in Swiss francs is relevant in addition to the LCR reported across all currencies due to the current foreign-currency exposures as at 30 June 2026.

LIQ2: Information on the net stable funding ratio (NSFR)

		a	b	c	d	e
	30.06.2026	Unweighted value by residual maturity
	Amounts in millions Swiss francs	No maturity	< 6 months	≥ 6 months to < 1 year	≥ 1 year	Weighted value
	Available Stable Funding (ASF) item
1	Capital instruments	4,162	0	0	1,544	5,706
2	Regulatory capital before regulatory adjustments	4,162	0	0	960	5,122
3	Other capital instruments	0	0	0	584	584
4	Retail deposits and deposits from small business customers:	18,513	299	98	109	17,508
5	Stable deposits	7,527	39	24	38	7,249
6	Less stable deposits	10,986	260	73	71	10,258
7	Wholesale funding:	3,258	1,077	229	99	2,380
8	Operational deposits	986	74	0	0	530
9	Other wholesale funding	2,273	1,003	229	99	1,851
11	Other liabilities	5,985	9,874	1,969	16,039	19,246
12	derivative liabilities	–			216	–
13	All other liabilities and equity not included in the above	5,985	9,874	1,969	15,823	19,246
14	Total ASF	–	–	–	–	44,840
	Required Stable Funding (RSF) item
15	Total high-quality liquid assets (HQLA)	–	–	–	–	1,190
17	Performing loans and securities	3,255	8,091	4,219	32,977	34,852
19	Performing loans to financial institutions secured by non-level 1 and 2a HQLA and unsecured performing loans to financial institutions	512	1,642	299	1,471	1,944
20	Performing loans to non-financial corporate clients, loans to retail and small business customers, and loans to sovereigns, central banks and public sector entities, of which:	1,275	2,552	745	4,928	6,461
21	with a risk weight of less than or equal to 35 % under SA-BIS for credit risk	0	0	0	293	190
22	Performing residential mortgages, of which:	1,146	3,837	3,094	25,631	25,407
23	with a risk weight of less than or equal to 35 % under SA-BIS	481	2,350	1,675	18,049	17,188
24	Securities that are not in default and do not qualify as HQLA, including exchange-traded equities	321	60	81	948	1,039
26	Other assets	412	82	26	814	718
27	Physical traded commodities, including precious metals	2	–	–	–	1
28	Assets posted as initial margin for derivative contracts and contributions to default funds of CCPs	–			93	79
29	Derivative assets	–			242	0
30	Derivative liabilities before deduction of collateral posted in the form of variation margins	–			442	88
31	All other assets not included in the above categories	410	82	26	37	549
32	Off-balance sheet items	–	17,827	436	2,326	132
33	Total RSF	–	–	–	–	36,891
34	Net Stable Funding Ratio (NSFR)	–	–	–	–	121.55 %

		a	b	c	d	e
	31.03.2026	Unweighted value by residual maturity
	Amounts in millions Swiss francs	No maturity	< 6 months	≥ 6 months to < 1 year	≥ 1 year	Weighted value
	Available Stable Funding (ASF) item
1	Capital instruments	4,129	0	0	1,623	5,752
2	Regulatory capital before regulatory adjustments	4,129	0	0	960	5,088
3	Other capital instruments	0	0	0	663	663
4	Retail deposits and deposits from small business customers:	18,316	317	99	125	17,363
5	Stable deposits	7,496	47	25	46	7,234
6	Less stable deposits	10,820	271	75	80	10,129
7	Wholesale funding:	3,327	1,118	258	95	2,447
8	Operational deposits	990	175	0	0	582
9	Other wholesale funding	2,338	943	258	95	1,865
11	Other liabilities	6,366	9,811	2,182	15,995	19,357
12	derivative liabilities	–			261	–
13	All other liabilities and equity not included in the above	6,366	9,811	2,182	15,734	19,357
14	Total ASF	–	–	–	–	44,919
	Required Stable Funding (RSF) item
15	Total high-quality liquid assets (HQLA)	–	–	–	–	1,234
17	Performing loans and securities	3,369	8,319	4,409	32,426	34,698
19	Performing loans to financial institutions secured by non-level 1 and 2a HQLA and unsecured performing loans to financial institutions	788	1,627	363	1,390	1,934
20	Performing loans to non-financial corporate clients, loans to retail and small business customers, and loans to sovereigns, central banks and public sector entities, of which:	1,028	2,548	827	4,828	6,290
21	with a risk weight of less than or equal to 35 % under SA-BIS for credit risk	0	0	0	287	186
22	Performing residential mortgages, of which:	1,238	4,103	3,142	25,347	25,523
23	with a risk weight of less than or equal to 35 % under SA-BIS	562	2,417	1,681	17,603	17,038
24	Securities that are not in default and do not qualify as HQLA, including exchange-traded equities	315	41	77	861	951
26	Other assets	478	72	53	949	866
27	Physical traded commodities, including precious metals	2	–	–	–	1
28	Assets posted as initial margin for derivative contracts and contributions to default funds of CCPs	–			92	78
29	Derivative assets	–			313	52
30	Derivative liabilities before deduction of collateral posted in the form of variation margins	–			508	102
31	All other assets not included in the above categories	477	72	53	36	633
32	Off-balance sheet items	–	16,820	449	2,275	119
33	Total RSF	–	–	–	–	36,917
34	Net Stable Funding Ratio (NSFR)	–	–	–	–	121.68 %

The NSFR is determined by the ratio of equity and long-term borrowings to long-term loans granted. A factor of 0 is not applied to any mutually dependent loans or liabilities.