Capital adequacy (Tables)

12 Months Ended

Dec. 31, 2011

Capital adequacy

BIS statistics

end of	Basel II.5 2011	Basel II 2011	Basel II 2010
Eligible capital (CHF million)
Tier 1 capital	36,844	38,029	37,725
of which core tier 1 capital	25,956	27,141	26,627
Tier 2 capital	11,810	12,995	10,074
Total eligible capital	48,654	51,024	47,799
Risk-weighted assets (CHF million)
Credit risk	157,237	155,352	158,735
Market risk	40,609	11,170	18,925
Non-counterparty risk	7,819	7,819	7,380
Operational risk	36,088	36,088	33,662
Risk-weighted assets	241,753	210,429	218,702
Capital ratios (%)
Core tier 1 ratio	10.7	12.9	12.2
Tier 1 ratio	15.2	18.1	17.2
Total capital ratio	20.1	24.2	21.9
For BIS reporting purposes, Basel II.5 was effective as of December 31, 2011.