XML 242 R154.htm IDEA: XBRL DOCUMENT v2.4.0.6
Financial instruments (Details 4) (CHF)
In Millions, unless otherwise specified
12 Months Ended
Dec. 31, 2011
Dec. 31, 2010
Assets measured at fair value on a recurring basis for level 3    
Transfers in, assets 14,893 13,008
Transfers out, assets (14,766) (16,918)
Recurring basis | Interest-bearing deposits with banks
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 0  
Transfers in, assets 0  
Transfers out, assets (24)  
Purchases, assets 27  
Sales, assets 0  
Issuances, assets 0  
Settlements, assets 0  
Gain (loss) on transfers in/out included in trading revenues, assets (1)  
Gain (loss) on all other activity included in trading revenues, assets (2)  
Gain (loss) on transfers in/out included in other revenues, assets 0  
Gain (loss) on all other activity included in other revenues, assets 0  
Foreign currency translation impact, assets 0  
Balance at end of period, assets 0  
Recurring basis | Central bank funds sold, securities purchased under resale agreements and securities borrowing transactions
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 1,197 1,514
Transfers in, assets 0 0
Transfers out, assets (11) 0
Purchases, assets 0  
Sales, assets 0  
Issuances, assets 55  
Settlements, assets (45)  
Purchases, sales, issuances, settlements, assets   (209)
Gain (loss) on transfers in/out included in trading revenues, assets 0 0
Gain (loss) on all other activity included in trading revenues, assets 4 8
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 0
Foreign currency translation impact, assets 4 (116)
Balance at end of period, assets 1,204 1,197
Recurring basis | Securities received as collateral
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 0  
Transfers in, assets 201  
Transfers out, assets 0  
Purchases, assets 0  
Sales, assets 0  
Issuances, assets 0  
Settlements, assets (7)  
Gain (loss) on transfers in/out included in trading revenues, assets 0  
Gain (loss) on all other activity included in trading revenues, assets 0  
Gain (loss) on transfers in/out included in other revenues, assets 0  
Gain (loss) on all other activity included in other revenues, assets 0  
Foreign currency translation impact, assets (1)  
Balance at end of period, assets 193  
Recurring basis | Trading assets
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 22,372 25,970
Transfers in, assets 6,906 6,657
Transfers out, assets (6,302) (5,533)
Purchases, assets 13,914  
Sales, assets (14,186)  
Issuances, assets 777  
Settlements, assets (3,128)  
Purchases, sales, issuances, settlements, assets   (4,295)
Gain (loss) on transfers in/out included in trading revenues, assets 51 325
Gain (loss) on all other activity included in trading revenues, assets 1,855 1,270
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 (3)
Foreign currency translation impact, assets 19 (2,019)
Balance at end of period, assets 22,278 22,372
Recurring basis | Trading assets | Debt securities
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 11,013 11,980
Transfers in, assets 3,405 3,142
Transfers out, assets (3,043) (2,422)
Purchases, assets 10,382  
Sales, assets (11,218)  
Issuances, assets 0  
Settlements, assets 0  
Purchases, sales, issuances, settlements, assets   (1,946)
Gain (loss) on transfers in/out included in trading revenues, assets 1 193
Gain (loss) on all other activity included in trading revenues, assets (467) 1,037
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 (2)
Foreign currency translation impact, assets (45) (969)
Balance at end of period, assets 10,028 11,013
Recurring basis | Trading assets | Debt securities | Corporate debt securities
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 3,803 4,816
Transfers in, assets 931 770
Transfers out, assets (706) (604)
Purchases, assets 5,484  
Sales, assets (4,574)  
Issuances, assets 0  
Settlements, assets 0  
Purchases, sales, issuances, settlements, assets   (870)
Gain (loss) on transfers in/out included in trading revenues, assets 34 45
Gain (loss) on all other activity included in trading revenues, assets 49 121
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 (2)
Foreign currency translation impact, assets 55 (473)
Balance at end of period, assets 5,076 3,803
Recurring basis | Trading assets | Debt securities | RMBS
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 3,264 3,626
Transfers in, assets 1,704 1,239
Transfers out, assets (1,277) (1,093)
Purchases, assets 2,820  
Sales, assets (4,230)  
Issuances, assets 0  
Settlements, assets 0  
Purchases, sales, issuances, settlements, assets   (824)
Gain (loss) on transfers in/out included in trading revenues, assets (37) 126
Gain (loss) on all other activity included in trading revenues, assets (361) 491
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 0
Foreign currency translation impact, assets (97) (301)
Balance at end of period, assets 1,786 3,264
Recurring basis | Trading assets | Debt securities | CMBS
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 1,861 2,461
Transfers in, assets 324 259
Transfers out, assets (237) (207)
Purchases, assets 831  
Sales, assets (1,072)  
Issuances, assets 0  
Settlements, assets 0  
Purchases, sales, issuances, settlements, assets   (577)
Gain (loss) on transfers in/out included in trading revenues, assets (2) 12
Gain (loss) on all other activity included in trading revenues, assets (181) (73)
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 0
Foreign currency translation impact, assets (7) (14)
Balance at end of period, assets 1,517 1,861
Recurring basis | Trading assets | Debt securities | Collateralized debt obligations
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 1,135 559
Transfers in, assets 370 607
Transfers out, assets (625) (435)
Purchases, assets 712  
Sales, assets (907)  
Issuances, assets 0  
Settlements, assets 0  
Purchases, sales, issuances, settlements, assets   (28)
Gain (loss) on transfers in/out included in trading revenues, assets 16 7
Gain (loss) on all other activity included in trading revenues, assets 33 526
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 0
Foreign currency translation impact, assets (7) (101)
Balance at end of period, assets 727 1,135
Recurring basis | Trading assets | Equity securities
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 622 488
Transfers in, assets 309 334
Transfers out, assets (515) (177)
Purchases, assets 726  
Sales, assets (668)  
Issuances, assets 0  
Settlements, assets 0  
Purchases, sales, issuances, settlements, assets   48
Gain (loss) on transfers in/out included in trading revenues, assets 35 (3)
Gain (loss) on all other activity included in trading revenues, assets (47) (31)
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 0
Foreign currency translation impact, assets 5 (37)
Balance at end of period, assets 467 622
Recurring basis | Trading assets | Derivative instruments
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 8,719 11,192
Transfers in, assets 2,998 2,493
Transfers out, assets (2,311) (2,156)
Purchases, assets 0  
Sales, assets 0  
Issuances, assets 777  
Settlements, assets (3,085)  
Purchases, sales, issuances, settlements, assets   (2,411)
Gain (loss) on transfers in/out included in trading revenues, assets 22 108
Gain (loss) on all other activity included in trading revenues, assets 2,436 301
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 (1)
Foreign currency translation impact, assets 31 (807)
Balance at end of period, assets 9,587 8,719
Recurring basis | Trading assets | Derivative instruments | Interest rate derivatives
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 2,072 1,529
Transfers in, assets 815 576
Transfers out, assets (142) (206)
Purchases, assets 0  
Sales, assets 0  
Issuances, assets 133  
Settlements, assets (599)  
Purchases, sales, issuances, settlements, assets   (109)
Gain (loss) on transfers in/out included in trading revenues, assets 13 102
Gain (loss) on all other activity included in trading revenues, assets 266 353
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 (1)
Foreign currency translation impact, assets (11) (172)
Balance at end of period, assets 2,547 2,072
Recurring basis | Trading assets | Derivative instruments | Equity/index-related derivatives
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 2,300 3,298
Transfers in, assets 665 236
Transfers out, assets (796) (644)
Purchases, assets 0  
Sales, assets 0  
Issuances, assets 272  
Settlements, assets (184)  
Purchases, sales, issuances, settlements, assets   (744)
Gain (loss) on transfers in/out included in trading revenues, assets (21) 104
Gain (loss) on all other activity included in trading revenues, assets 455 315
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 0
Foreign currency translation impact, assets 41 (265)
Balance at end of period, assets 2,732 2,300
Recurring basis | Trading assets | Derivative instruments | Credit derivatives
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 2,725 4,339
Transfers in, assets 1,216 1,407
Transfers out, assets (1,267) (1,060)
Purchases, assets 0  
Sales, assets 0  
Issuances, assets 85  
Settlements, assets (2,051)  
Purchases, sales, issuances, settlements, assets   (870)
Gain (loss) on transfers in/out included in trading revenues, assets 31 (141)
Gain (loss) on all other activity included in trading revenues, assets 1,453 (739)
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 0
Foreign currency translation impact, assets (21) (211)
Balance at end of period, assets 2,171 2,725
Recurring basis | Trading assets | Other.
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 2,018 2,310
Transfers in, assets 194 688
Transfers out, assets (433) (778)
Purchases, assets 2,806  
Sales, assets (2,300)  
Issuances, assets 0  
Settlements, assets (43)  
Purchases, sales, issuances, settlements, assets   14
Gain (loss) on transfers in/out included in trading revenues, assets (7) 27
Gain (loss) on all other activity included in trading revenues, assets (67) (37)
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 0
Foreign currency translation impact, assets 28 (206)
Balance at end of period, assets 2,196 2,018
Recurring basis | Investment securities
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 79 86
Transfers in, assets 2 0
Transfers out, assets 0 (133)
Purchases, assets 48  
Sales, assets (18)  
Issuances, assets 0  
Settlements, assets (4)  
Purchases, sales, issuances, settlements, assets   148
Gain (loss) on transfers in/out included in trading revenues, assets 0 0
Gain (loss) on all other activity included in trading revenues, assets 0 4
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 0
Foreign currency translation impact, assets (5) (26)
Balance at end of period, assets 102 79
Recurring basis | Other investments
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 11,435 14,253
Transfers in, assets 26 328
Transfers out, assets (74) (397)
Purchases, assets 1,092  
Sales, assets (4,803)  
Issuances, assets 0  
Settlements, assets 0  
Purchases, sales, issuances, settlements, assets   (2,463)
Gain (loss) on transfers in/out included in trading revenues, assets 0 0
Gain (loss) on all other activity included in trading revenues, assets 146 99
Gain (loss) on transfers in/out included in other revenues, assets 0 25
Gain (loss) on all other activity included in other revenues, assets 1,271 581
Foreign currency translation impact, assets (48) (991)
Balance at end of period, assets 9,045 11,435
Recurring basis | Other investments | Life finance instruments
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 1,844 2,048
Transfers in, assets 0 0
Transfers out, assets 0 0
Purchases, assets 79  
Sales, assets (83)  
Issuances, assets 0  
Settlements, assets 0  
Purchases, sales, issuances, settlements, assets   (134)
Gain (loss) on transfers in/out included in trading revenues, assets 0 0
Gain (loss) on all other activity included in trading revenues, assets 116 113
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 0
Foreign currency translation impact, assets 13 (183)
Balance at end of period, assets 1,969 1,844
Recurring basis | Other investments | Equity securities
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 9,591 12,205
Transfers in, assets 26 328
Transfers out, assets (74) (397)
Purchases, assets 1,013  
Sales, assets (4,720)  
Issuances, assets 0  
Settlements, assets 0  
Purchases, sales, issuances, settlements, assets   (2,329)
Gain (loss) on transfers in/out included in trading revenues, assets 0 0
Gain (loss) on all other activity included in trading revenues, assets 30 (14)
Gain (loss) on transfers in/out included in other revenues, assets 0 25
Gain (loss) on all other activity included in other revenues, assets 1,271 581
Foreign currency translation impact, assets (61) (808)
Balance at end of period, assets 7,076 9,591
Recurring basis | Loans
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 6,258 11,079
Transfers in, assets 1,560 1,215
Transfers out, assets (1,367) (3,686)
Purchases, assets 1,335  
Sales, assets (978)  
Issuances, assets 2,483  
Settlements, assets (2,338)  
Purchases, sales, issuances, settlements, assets   (1,689)
Gain (loss) on transfers in/out included in trading revenues, assets 18 51
Gain (loss) on all other activity included in trading revenues, assets (122) 81
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 34
Foreign currency translation impact, assets (7) (827)
Balance at end of period, assets 6,842 6,258
Recurring basis | Loans - of which commercial and industrial
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 3,558 8,346
Transfers in, assets 1,411 703
Transfers out, assets (854) (1,644)
Purchases, assets 447  
Sales, assets (521)  
Issuances, assets 1,984  
Settlements, assets (1,494)  
Purchases, sales, issuances, settlements, assets   (3,251)
Gain (loss) on transfers in/out included in trading revenues, assets 2 43
Gain (loss) on all other activity included in trading revenues, assets (2) (267)
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 34
Foreign currency translation impact, assets 28 (406)
Balance at end of period, assets 4,559 3,558
Recurring basis | Loans - of which financial institutions
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 2,195 2,454
Transfers in, assets 149 160
Transfers out, assets (240) (1,839)
Purchases, assets 836  
Sales, assets (353)  
Issuances, assets 371  
Settlements, assets (608)  
Purchases, sales, issuances, settlements, assets   1,439
Gain (loss) on transfers in/out included in trading revenues, assets (1) 8
Gain (loss) on all other activity included in trading revenues, assets (143) 362
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 0
Foreign currency translation impact, assets (27) (389)
Balance at end of period, assets 2,179 2,195
Recurring basis | Other intangible assets.
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 66 30
Transfers in, assets 0 0
Transfers out, assets 0 0
Purchases, assets 23  
Sales, assets 0  
Issuances, assets 0  
Settlements, assets 0  
Purchases, sales, issuances, settlements, assets   91
Gain (loss) on transfers in/out included in trading revenues, assets 0 0
Gain (loss) on all other activity included in trading revenues, assets 0 0
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets (19) (48)
Foreign currency translation impact, assets 0 (7)
Balance at end of period, assets 70 66
Recurring basis | Other assets
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 9,253 6,744
Transfers in, assets 6,198 4,808
Transfers out, assets (6,988) (7,169)
Purchases, assets 4,730  
Sales, assets (5,534)  
Issuances, assets 1,570  
Settlements, assets (1,442)  
Purchases, sales, issuances, settlements, assets   4,158
Gain (loss) on transfers in/out included in trading revenues, assets (105) 852
Gain (loss) on all other activity included in trading revenues, assets (161) 1,043
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 1 39
Foreign currency translation impact, assets (53) (1,222)
Balance at end of period, assets 7,469 9,253
Recurring basis | Other assets - of which loans held-for-sale
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 8,932 6,220
Transfers in, assets 5,988 4,744
Transfers out, assets (6,974) (7,132)
Purchases, assets 4,426  
Sales, assets (5,180)  
Issuances, assets 1,569  
Settlements, assets (1,443)  
Purchases, sales, issuances, settlements, assets   4,294
Gain (loss) on transfers in/out included in trading revenues, assets (105) 849
Gain (loss) on all other activity included in trading revenues, assets (255) 1,106
Gain (loss) on transfers in/out included in other revenues, assets 0 0
Gain (loss) on all other activity included in other revenues, assets 0 46
Foreign currency translation impact, assets (57) (1,195)
Balance at end of period, assets 6,901 8,932
Recurring basis | Other assets - of which loans held-for-sale | RMBS
   
Assets measured at fair value on a recurring basis for level 3    
Gain (loss) on all other activity included in trading revenues, assets (528)  
Recurring basis | Assets.
   
Assets measured at fair value on a recurring basis for level 3    
Balance at beginning of period, assets 50,660 59,676
Transfers in, assets 14,893 13,008
Transfers out, assets (14,766) (16,918)
Purchases, assets 21,169  
Sales, assets (25,519)  
Issuances, assets 4,885  
Settlements, assets (6,964)  
Purchases, sales, issuances, settlements, assets   (4,259)
Gain (loss) on transfers in/out included in trading revenues, assets (37) 1,228
Gain (loss) on all other activity included in trading revenues, assets 1,720 2,505
Gain (loss) on transfers in/out included in other revenues, assets 0 25
Gain (loss) on all other activity included in other revenues, assets 1,253 603
Foreign currency translation impact, assets (91) (5,208)
Balance at end of period, assets 47,203 50,660