XML 168 R181.htm IDEA: XBRL DOCUMENT v2.4.0.8
Financial instruments (Details 16) (Recurring basis, CHF)
In Millions, unless otherwise specified
 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended 12 Months Ended
Dec. 31, 2013
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions
Dec. 31, 2012
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions
Dec. 31, 2013
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions
Discounted cash flow
Minimum
Dec. 31, 2013
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions
Discounted cash flow
Maximum
Dec. 31, 2013
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions
Discounted cash flow
Weighted average
Dec. 31, 2012
Obligation to return securities received as collateral
Dec. 31, 2011
Obligation to return securities received as collateral
Dec. 31, 2013
Due to banks and customer deposits
Dec. 31, 2012
Due to banks and customer deposits
Dec. 31, 2011
Due to banks and customer deposits
Dec. 31, 2013
Trading Liabilities
Dec. 31, 2012
Trading Liabilities
Dec. 31, 2011
Trading Liabilities
Dec. 31, 2013
Trading Liabilities
Interest rate derivatives
Dec. 31, 2012
Trading Liabilities
Interest rate derivatives
Dec. 31, 2011
Trading Liabilities
Interest rate derivatives
Dec. 31, 2013
Trading Liabilities
Interest rate derivatives
Option model
Minimum
Dec. 31, 2012
Trading Liabilities
Interest rate derivatives
Option model
Minimum
Dec. 31, 2013
Trading Liabilities
Interest rate derivatives
Option model
Maximum
Dec. 31, 2012
Trading Liabilities
Interest rate derivatives
Option model
Maximum
Dec. 31, 2013
Trading Liabilities
Interest rate derivatives
Option model
Weighted average
Dec. 31, 2013
Trading Liabilities
Foreign exchange derivatives
Dec. 31, 2012
Trading Liabilities
Foreign exchange derivatives
Dec. 31, 2011
Trading Liabilities
Foreign exchange derivatives
Dec. 31, 2013
Trading Liabilities
Foreign exchange derivatives
Option model
Minimum
Dec. 31, 2012
Trading Liabilities
Foreign exchange derivatives
Option model
Minimum
Dec. 31, 2013
Trading Liabilities
Foreign exchange derivatives
Option model
Maximum
Dec. 31, 2012
Trading Liabilities
Foreign exchange derivatives
Option model
Maximum
Dec. 31, 2013
Trading Liabilities
Foreign exchange derivatives
Option model
Weighted average
Dec. 31, 2013
Trading Liabilities
Credit derivatives
Dec. 31, 2012
Trading Liabilities
Credit derivatives
Dec. 31, 2011
Trading Liabilities
Credit derivatives
Dec. 31, 2013
Trading Liabilities
Credit derivatives
Discounted cash flow
Minimum
Dec. 31, 2012
Trading Liabilities
Credit derivatives
Discounted cash flow
Minimum
Dec. 31, 2013
Trading Liabilities
Credit derivatives
Discounted cash flow
Maximum
Dec. 31, 2012
Trading Liabilities
Credit derivatives
Discounted cash flow
Maximum
Dec. 31, 2013
Trading Liabilities
Credit derivatives
Discounted cash flow
Weighted average
Dec. 31, 2013
Trading Liabilities
Equity/Index-related products
Dec. 31, 2012
Trading Liabilities
Equity/Index-related products
Dec. 31, 2011
Trading Liabilities
Equity/Index-related products
Dec. 31, 2013
Trading Liabilities
Equity/Index-related products
Option model
Minimum
Dec. 31, 2012
Trading Liabilities
Equity/Index-related products
Option model
Minimum
Dec. 31, 2013
Trading Liabilities
Equity/Index-related products
Option model
Maximum
Dec. 31, 2012
Trading Liabilities
Equity/Index-related products
Option model
Maximum
Dec. 31, 2013
Trading Liabilities
Equity/Index-related products
Option model
Weighted average
Dec. 31, 2013
Short-term borrowings.
Dec. 31, 2012
Short-term borrowings.
Dec. 31, 2011
Short-term borrowings.
Dec. 31, 2013
Long-term debt
Dec. 31, 2012
Long-term debt
Dec. 31, 2011
Long-term debt
Dec. 31, 2013
Long-term debt
Long-term debt - of which structured notes over two years
Dec. 31, 2012
Long-term debt
Long-term debt - of which structured notes over two years
Dec. 31, 2011
Long-term debt
Long-term debt - of which structured notes over two years
Dec. 31, 2013
Long-term debt
Long-term debt - of which structured notes over two years
Option model
Minimum
Dec. 31, 2012
Long-term debt
Long-term debt - of which structured notes over two years
Option model
Minimum
Dec. 31, 2013
Long-term debt
Long-term debt - of which structured notes over two years
Option model
Maximum
Dec. 31, 2012
Long-term debt
Long-term debt - of which structured notes over two years
Option model
Maximum
Dec. 31, 2013
Long-term debt
Long-term debt - of which structured notes over two years
Option model
Weighted average
Dec. 31, 2013
Long-term debt
Long-term debt - of which nonrecourse liabilities
Dec. 31, 2012
Long-term debt
Long-term debt - of which nonrecourse liabilities
Dec. 31, 2011
Long-term debt
Long-term debt - of which nonrecourse liabilities
Dec. 31, 2013
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Dec. 31, 2012
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Dec. 31, 2013
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Minimum
Dec. 31, 2012
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Minimum
Dec. 31, 2013
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Maximum
Dec. 31, 2012
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Maximum
Dec. 31, 2013
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Weighted average
Dec. 31, 2013
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Dec. 31, 2012
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Dec. 31, 2013
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Minimum
Dec. 31, 2012
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Minimum
Dec. 31, 2013
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Maximum
Dec. 31, 2012
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Maximum
Dec. 31, 2013
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Weighted average
Dec. 31, 2013
Other liabilities
Dec. 31, 2012
Other liabilities
Dec. 31, 2011
Other liabilities
Dec. 31, 2013
Other liabilities
Other liabilities - of which failed sales
Dec. 31, 2012
Other liabilities
Other liabilities - of which failed sales
Dec. 31, 2011
Other liabilities
Other liabilities - of which failed sales
Dec. 31, 2013
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Dec. 31, 2012
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Dec. 31, 2013
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Minimum
Dec. 31, 2012
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Minimum
Dec. 31, 2013
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Maximum
Dec. 31, 2012
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Maximum
Dec. 31, 2013
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Weighted average
Dec. 31, 2013
Other liabilities
Other liabilities - of which failed sales
Market comparable
Dec. 31, 2012
Other liabilities
Other liabilities - of which failed sales
Market comparable
Dec. 31, 2013
Other liabilities
Other liabilities - of which failed sales
Market comparable
Minimum
Dec. 31, 2012
Other liabilities
Other liabilities - of which failed sales
Market comparable
Minimum
Dec. 31, 2013
Other liabilities
Other liabilities - of which failed sales
Market comparable
Maximum
Dec. 31, 2012
Other liabilities
Other liabilities - of which failed sales
Market comparable
Maximum
Dec. 31, 2013
Other liabilities
Other liabilities - of which failed sales
Market comparable
Weighted average
Dec. 31, 2013
Liabilities:
Dec. 31, 2012
Liabilities:
Dec. 31, 2011
Liabilities:
Dec. 31, 2013
Bank
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions
Dec. 31, 2012
Bank
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions
Dec. 31, 2013
Bank
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions
Discounted cash flow
Minimum
Dec. 31, 2013
Bank
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions
Discounted cash flow
Maximum
Dec. 31, 2013
Bank
Central bank funds purchased, securities sold under repurchase agreements and securities lending transactions
Discounted cash flow
Weighted average
Dec. 31, 2012
Bank
Obligation to return securities received as collateral
Dec. 31, 2011
Bank
Obligation to return securities received as collateral
Dec. 31, 2013
Bank
Due to banks and customer deposits
Dec. 31, 2012
Bank
Due to banks and customer deposits
Dec. 31, 2011
Bank
Due to banks and customer deposits
Dec. 31, 2013
Bank
Trading Liabilities
Dec. 31, 2012
Bank
Trading Liabilities
Dec. 31, 2011
Bank
Trading Liabilities
Dec. 31, 2013
Bank
Trading Liabilities
Interest rate derivatives
Dec. 31, 2012
Bank
Trading Liabilities
Interest rate derivatives
Dec. 31, 2011
Bank
Trading Liabilities
Interest rate derivatives
Dec. 31, 2013
Bank
Trading Liabilities
Interest rate derivatives
Option model
Minimum
Dec. 31, 2012
Bank
Trading Liabilities
Interest rate derivatives
Option model
Minimum
Dec. 31, 2013
Bank
Trading Liabilities
Interest rate derivatives
Option model
Maximum
Dec. 31, 2012
Bank
Trading Liabilities
Interest rate derivatives
Option model
Maximum
Dec. 31, 2013
Bank
Trading Liabilities
Interest rate derivatives
Option model
Weighted average
Dec. 31, 2013
Bank
Trading Liabilities
Foreign exchange derivatives
Dec. 31, 2012
Bank
Trading Liabilities
Foreign exchange derivatives
Dec. 31, 2011
Bank
Trading Liabilities
Foreign exchange derivatives
Dec. 31, 2013
Bank
Trading Liabilities
Foreign exchange derivatives
Option model
Minimum
Dec. 31, 2012
Bank
Trading Liabilities
Foreign exchange derivatives
Option model
Minimum
Dec. 31, 2013
Bank
Trading Liabilities
Foreign exchange derivatives
Option model
Maximum
Dec. 31, 2012
Bank
Trading Liabilities
Foreign exchange derivatives
Option model
Maximum
Dec. 31, 2013
Bank
Trading Liabilities
Foreign exchange derivatives
Option model
Weighted average
Dec. 31, 2013
Bank
Trading Liabilities
Credit derivatives
Dec. 31, 2012
Bank
Trading Liabilities
Credit derivatives
Dec. 31, 2011
Bank
Trading Liabilities
Credit derivatives
Dec. 31, 2013
Bank
Trading Liabilities
Credit derivatives
Discounted cash flow
Minimum
Dec. 31, 2012
Bank
Trading Liabilities
Credit derivatives
Discounted cash flow
Minimum
Dec. 31, 2013
Bank
Trading Liabilities
Credit derivatives
Discounted cash flow
Maximum
Dec. 31, 2012
Bank
Trading Liabilities
Credit derivatives
Discounted cash flow
Maximum
Dec. 31, 2013
Bank
Trading Liabilities
Credit derivatives
Discounted cash flow
Weighted average
Dec. 31, 2013
Bank
Trading Liabilities
Equity/Index-related products
Dec. 31, 2012
Bank
Trading Liabilities
Equity/Index-related products
Dec. 31, 2011
Bank
Trading Liabilities
Equity/Index-related products
Dec. 31, 2013
Bank
Trading Liabilities
Equity/Index-related products
Option model
Minimum
Dec. 31, 2012
Bank
Trading Liabilities
Equity/Index-related products
Option model
Minimum
Dec. 31, 2013
Bank
Trading Liabilities
Equity/Index-related products
Option model
Maximum
Dec. 31, 2012
Bank
Trading Liabilities
Equity/Index-related products
Option model
Maximum
Dec. 31, 2013
Bank
Trading Liabilities
Equity/Index-related products
Option model
Weighted average
Dec. 31, 2013
Bank
Short-term borrowings.
Dec. 31, 2012
Bank
Short-term borrowings.
Dec. 31, 2011
Bank
Short-term borrowings.
Dec. 31, 2013
Bank
Long-term debt
Dec. 31, 2012
Bank
Long-term debt
Dec. 31, 2011
Bank
Long-term debt
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which structured notes over two years
Dec. 31, 2012
Bank
Long-term debt
Long-term debt - of which structured notes over two years
Dec. 31, 2011
Bank
Long-term debt
Long-term debt - of which structured notes over two years
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which structured notes over two years
Option model
Minimum
Dec. 31, 2012
Bank
Long-term debt
Long-term debt - of which structured notes over two years
Option model
Minimum
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which structured notes over two years
Option model
Maximum
Dec. 31, 2012
Bank
Long-term debt
Long-term debt - of which structured notes over two years
Option model
Maximum
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which structured notes over two years
Option model
Weighted average
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Dec. 31, 2012
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Dec. 31, 2011
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Dec. 31, 2012
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Minimum
Dec. 31, 2012
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Minimum
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Maximum
Dec. 31, 2012
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Maximum
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Vendor price
Weighted average
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Dec. 31, 2012
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Minimum
Dec. 31, 2012
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Minimum
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Maximum
Dec. 31, 2012
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Maximum
Dec. 31, 2013
Bank
Long-term debt
Long-term debt - of which nonrecourse liabilities
Market comparable
Weighted average
Dec. 31, 2013
Bank
Other liabilities
Dec. 31, 2012
Bank
Other liabilities
Dec. 31, 2011
Bank
Other liabilities
Dec. 31, 2013
Bank
Other liabilities
Other liabilities - of which failed sales
Dec. 31, 2012
Bank
Other liabilities
Other liabilities - of which failed sales
Dec. 31, 2011
Bank
Other liabilities
Other liabilities - of which failed sales
Dec. 31, 2013
Bank
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Dec. 31, 2012
Bank
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Dec. 31, 2013
Bank
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Minimum
Dec. 31, 2012
Bank
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Minimum
Dec. 31, 2013
Bank
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Maximum
Dec. 31, 2012
Bank
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Maximum
Dec. 31, 2013
Bank
Other liabilities
Other liabilities - of which failed sales
Discounted cash flow
Weighted average
Dec. 31, 2013
Bank
Other liabilities
Other liabilities - of which failed sales
Market comparable
Dec. 31, 2012
Bank
Other liabilities
Other liabilities - of which failed sales
Market comparable
Dec. 31, 2013
Bank
Other liabilities
Other liabilities - of which failed sales
Market comparable
Minimum
Dec. 31, 2012
Bank
Other liabilities
Other liabilities - of which failed sales
Market comparable
Minimum
Dec. 31, 2013
Bank
Other liabilities
Other liabilities - of which failed sales
Market comparable
Maximum
Dec. 31, 2012
Bank
Other liabilities
Other liabilities - of which failed sales
Market comparable
Maximum
Dec. 31, 2013
Bank
Other liabilities
Other liabilities - of which failed sales
Market comparable
Weighted average
Dec. 31, 2013
Bank
Liabilities:
Dec. 31, 2012
Bank
Liabilities:
Dec. 31, 2011
Bank
Liabilities:
Quantitative information about level 3 liabilities at fair value                                                                                                                                                                                                                                                                                                                                                                                                            
Fair value, liabilities 114 0       0 193 55 25 0 5,564 5,356 7,343 1,129 1,357 1,588           938 1,648 2,836           1,230 819 1,520           1,896 1,003 1,022           165 124 236 9,780 10,098 12,715 6,217 6,189 7,576           2,552 2,551 3,585 2,105 2,255           301 230           2,861 2,848 3,891 1,143 1,160 1,909 195 290           829 646           18,539 18,451 24,378 114 0       0 193 55 25 0 5,564 5,356 7,343 1,129 1,357 1,588           938 1,648 2,836           1,230 819 1,520           1,896 1,003 1,022           165 124 236 9,780 10,098 12,715 6,217 6,189 7,576           2,552 2,551 3,585 2,105 2,255           301 230           2,859 2,847 3,890 1,143 1,160 1,909 195 290           829 646           18,537 18,450 24,377
Unobservable input                                                                                                                                                                                                                                                                                                                                                                                                            
Basis spread (in bp)                                 (5) (28) 148 54 74                                                                                                                                                                                             (5) (28) 148 54 74                                                                                                                                                            
Funding spread (in bp)     90 90 90                                                                                                                                                                                                 90 90 90                                                                                                                                                                                            
Buyback probability (in %)                                                                                 50.00% 50.00% 100.00% 100.00% 62.00%                   50.00% 50.00% 100.00% 100.00% 62.00%                                                                                                                                                                 50.00% 50.00% 100.00% 100.00% 62.00%                   50.00% 50.00% 100.00% 100.00% 62.00%                                                                                
Correlation (in %)                                 17.00% 17.00% 99.00% 100.00% 62.00%       (10.00%) (10.00%) 70.00% 70.00% 48.00%       34.00% 0.00% 98.00% 47.00% 55.00%       (83.00%) (87.00%) 96.00% 97.00% 14.00%                   (83.00%) (87.00%) 99.00% 97.00% 16.00%                                                                                                                 17.00% 17.00% 99.00% 100.00% 62.00%       (10.00%) (10.00%) 70.00% 70.00% 48.00%       34.00% 0.00% 98.00% 47.00% 55.00%       (83.00%) (87.00%) 96.00% 97.00% 14.00%                   (83.00%) (87.00%) 99.00% 97.00% 16.00%                                                                                
Credit spread (in bp)                                                                 1 0 2,052 5,843 252                                                                                               813 0 1,362 1,532 1,185                                                                                     1 0 2,052 5,843 252                                                                                               813 0 1,362 1,532 1,185                    
Gap risk (in %)                                                                                   0.00%   4.00%                     0.00% 0.00% 5.00% 12.00% 0.00%                                                                                                                                                                   0.00%   4.00%                     0.00% 0.00% 5.00% 12.00% 0.00%                                                                                
Mean reversion (in %)                                 5.00% (33.00%) 10.00% 5.00% 6.00%                                                                                                                                                                                             5.00% (33.00%) 10.00% 5.00% 6.00%                                                                                                                                                            
Prepayment rate (in %)                                 5.00% 4.00% 31.00% 45.00% 23.00%       19.00% 4.00% 31.00% 22.00% 25.00%       0.00% 0.00% 17.00% 40.00% 2.00%                                                                                                                                                             5.00% 4.00% 31.00% 45.00% 23.00%       19.00% 4.00% 31.00% 22.00% 25.00%       0.00% 0.00% 17.00% 40.00% 2.00%                                                                                                                            
Price (in %)                                                                                                                                 0.00% 0.00% 217.00% 103.00% 104.00%     0.00% 0.00% 93.00% 87.00% 13.00%                               0.00% 0.00% 100.00% 100.00% 63.00%                                                                                                                                       0.00% 0.00% 217.00% 103.00% 104.00%     0.00% 0.00% 93.00% 87.00% 13.00%                               0.00% 0.00% 100.00% 100.00% 63.00%      
Recovery rate (in %)                                                                 14.00% 0.00% 77.00% 77.00% 43.00%                                                                                               23.00%   23.00%   23.00%                                                                                     14.00% 0.00% 77.00% 77.00% 43.00%                                                                                               23.00%   23.00%   23.00%                    
Skew (in %)                                                                                 79.00% 56.00% 152.00% 128.00% 118.00%                                                                                                                                                                                             79.00% 56.00% 152.00% 128.00% 118.00%                                                                                                            
Volatility (in %)                                                                                 2.00% 2.00% 252.00% 157.00% 26.00%                   5.00% 2.00% 252.00% 157.00% 28.00%                                                                                                                                                                 2.00% 2.00% 252.00% 157.00% 26.00%                   5.00% 2.00% 252.00% 157.00% 28.00%                                                                                
Discount rate (in %)                                                                 4.00% 2.00% 29.00% 35.00% 14.00%                                                                                                                                                                                             4.00% 2.00% 29.00% 35.00% 14.00%                                                                                                                            
Default rate (in %)                                                                 1.00% 0.00% 15.00% 25.00% 6.00%                                                                                                                                                                                             1.00% 0.00% 15.00% 25.00% 6.00%                                                                                                                            
Loss severity (in %)                                                                 6.00% 0.00% 100.00% 100.00% 62.00%                                                                                                                                                                                             6.00% 0.00% 100.00% 100.00% 62.00%