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Long-term debt (Tables)
 12 Months Ended
Dec. 31, 2014
Long-term debt
end of 2014 2013
Long-term debt (CHF million)    
Senior 139,267 96,048
Subordinated 25,179 21,002
Non-recourse liabilities from consolidated VIEs 13,452 12,992
Long-term debt   177,898 130,042
of which reported at fair value 81,166 63,369
   of which structured notes   50,469 34,815
Schedule of Structured notes
Structured notes by product
end of 2014 2013
Structured notes (CHF million)    
Equity 35,309 22,605
Fixed income 8,321 6,455
Credit 5,244 5,016
Other 1,595 739
Total structured notes   50,469 34,815
Long-term debt by maturities
Long-term debt by maturities
end of 2015 2016 2017 2018 2019 Thereafter Total
Group parent company (CHF million)
Subordinated debt  
   Fixed rate   31 0 0 290 0 4,609 4,930
   Interest rates (range in %)  1 8.5 – – 6.0 – 6.3 – 7.5 –
Subtotal – Group parent company   31 0 0 290 0 4,609 4,930
Subsidiaries (CHF million)
Senior debt  
   Fixed rate   13,774 4,656 13,402 4,298 14,948 19,589 70,667
   Variable rate   14,694 15,656 8,405 5,904 9,873 14,068 68,600
   Interest rates (range in %)  1 0.0 – 12.6 0.2 – 12.6 0.1 – 12.4 0.4 – 3.8 0.0 – 7.3 0.0 – 8.2 –
Subordinated debt  
   Fixed rate   417 0 175 10,055 0 9,297 19,944
   Variable rate   76 0 50 0 179 0 305
   Interest rates (range in %)  1 0.6 – 10.3 – 0.9 – 7.0 0.1 – 13.2 0.3 0.1 – 8.5 –
Non-recourse liabilities from consolidated VIEs  
   Fixed rate   442 84 16 0 0 154 696
   Variable rate   201 110 141 0 46 12,258 12,756
   Interest rates (range in %)  1 0.0 – 13.2 0.0 – 5.4 4.0 – 0.0 – 3.0 0.0 – 10.8 –
Subtotal – Subsidiaries   29,604 20,506 22,189 20,257 25,046 55,366 172,968
Total long-term debt   29,635 20,506 22,189 20,547 25,046 59,975 177,898
   of which structured notes   10,542 10,240 5,534 5,881 6,048 12,224 50,469
The maturity of perpetual debt is based on the earliest callable date. The maturity of all other debt is based on contractual maturity.
1
Excludes structured notes for which fair value has been elected as the related coupons are dependent upon the embedded derivatives and prevailing market conditions at the time each coupon is paid.
Bank  
Long-term debt
end of 2014 2013
Long-term debt (CHF million)    
Senior 135,196 91,384
Subordinated 24,299 22,365
Non-recourse liabilities from consolidated VIEs 13,452 12,992
Long-term debt   172,947 126,741
   of which reported at fair value   80,260 62,462
   of which structured notes   50,469 34,817
Schedule of Structured notes
Structured notes by product
end of 2014 2013
Structured notes (CHF million)    
Equity 35,309 22,607
Fixed income 8,321 6,455
Credit 5,244 5,016
Other 1,595 739
Total structured notes   50,469 34,817
Long-term debt by maturities
Long-term debt by maturities
end of 2015 2016 2017 2018 2019 Thereafter Total
Long-term debt (CHF million)
Senior debt  
   Fixed rate   13,298 4,130 12,846 3,944 14,600 17,780 66,598
   Variable rate   14,694 15,656 8,404 5,904 9,873 14,067 68,598
   Interest rates (range in %)  1 0.0 – 12.6 0.2 – 12.6 0.1 – 12.4 0.4 – 3.8 0.0 – 7.3 0.0 – 8.2 –
Subordinated debt  
   Fixed rate   447 1 175 10,349 0 12,992 23,964
   Variable rate   76 30 50 0 179 0 335
   Interest rates (range in %)  1 0.6 – 10.3 0.3 0.9 – 7.0 0.1 – 13.2 0.3 0.1 – 8.5 –
Non-recourse liabilities from consolidated VIEs  
   Fixed rate   442 84 16 0 0 154 696
   Variable rate   201 110 141 0 46 12,258 12,756
   Interest rates (range in %)  1 0.0 – 13.2 0.0 – 5.4 4.0 – 0.0 – 3.0 0.0 – 10.8 –
Total long-term debt   29,158 20,011 21,632 20,197 24,698 57,251 172,947
   of which structured notes   10,542 10,240 5,534 5,881 6,048 12,224 50,469
The maturity of perpetual debt is based on the earliest callable date. The maturity of all other debt is based on contractual maturity.
1
Excludes structured notes for which fair value has been elected as the related coupons are dependent upon the embedded derivatives and prevailing market conditions at the time each coupon is paid.