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Investment securities (Tables)

12 Months Ended

Dec. 31, 2017

Investment securities

end of		2017		2016
Investment securities (CHF million)
Securities available-for-sale		2,191		2,489
Total investment securities		2,191		2,489

Investment securities by type

Investment securities by type

end of		2017								2016
		Amortized cost		Gross unrealized gains		Gross unrealized losses		Fair value		Amortized cost		Gross unrealized gains		Gross unrealized losses		Fair value
Investment securities by type (CHF million)
Debt securities issued by Swiss federal, cantonal or local governmental entities		199		13		0		212		241		18		0		259
Debt securities issued by foreign governments		1,215		21		0		1,236		1,309		34		0		1,343
Corporate debt securities		238		0		0		238		287		0		0		287
Residential mortgage-backed securities ¹		207		0		0		207		497		0		0		497
Commercial mortgage-backed securities		173		0		0		173		14		0		0		14
Debt securities available-for-sale		2,032		34		0		2,066		2,348		52		0		2,400
Banks, trust and insurance companies		95		30		0		125		66		23		0		89
Equity securities available-for-sale		95		30		0		125		66		23		0		89
Securities available-for-sale		2,127		64		0		2,191		2,414		75		0		2,489
1 Relate to the consolidation of RMBS securitization VIEs where the assets are carried at fair value under the fair value option as are the VIEs’ liabilities recorded in long-term debt.

Proceeds from sales, realized gains and realized losses from available-for-sale securities

Proceeds from sales, realized gains and realized losses from available-for-sale securities

in		2017				2016				2015
		Debt securities		Equity securities		Debt securities		Equity securities		Debt securities		Equity securities
Additional information (CHF million)
Proceeds from sales		7		7		9		4		1		17
Realized gains		0		0		0		0		0		2

Amortized cost, fair value and average yield of debt securities

Amortized cost, fair value and average yield of debt securities

		Debt securities available-for-sale
end of		Amortized cost		Fair value		Average yield (in %)
2017 (CHF million, except where indicated)
Due within 1 year		728		731		0.91
Due from 1 to 5 years		838		861		0.89
Due from 5 to 10 years		252		259		0.52
Due after 10 years		214		215		4.28
Total debt securities		2,032		2,066		1.21

Investment securities

end of		2017		2016
Investment securities (CHF million)
Securities available-for-sale		2,189		2,486
Total investment securities		2,189		2,486

Investment securities by type

Investment securities by type

end of		2017								2016
		Amortized cost		Gross unrealized gains		Gross unrealized losses		Fair value		Amortized cost		Gross unrealized gains		Gross unrealized losses		Fair value
Investment securities by type (CHF million)
Debt securities issued by the Swiss federal, cantonal or local governmental entities		197		13		0		210		239		18		0		257
Debt securities issued by foreign governments		1,215		21		0		1,236		1,309		34		0		1,343
Corporate debt securities		238		0		0		238		287		0		0		287
Residential mortgage-backed securities ¹		207		0		0		207		497		0		0		497
Commercial mortgage-backed securities		173		0		0		173		14		0		0		14
Debt securities available-for-sale		2,030		34		0		2,064		2,346		52		0		2,398
Banks, trust and insurance companies		95		30		0		125		65		23		0		88
Equity securities available-for-sale		95		30		0		125		65		23		0		88
Securities available-for-sale		2,125		64		0		2,189		2,411		75		0		2,486
1 Relate to the consolidation of RMBS securitization VIEs where the assets are carried at fair value under the fair value option as are the VIEs’ liabilities recorded in long-term debt.

Proceeds from sales, realized gains and realized losses from available-for-sale securities

Proceeds from sales, realized gains and realized losses from available-for-sale securities

in		2017				2016				2015
		Debt securities		Equity securities		Debt securities		Equity securities		Debt securities		Equity securities
Additional information (CHF million)
Proceeds from sales		7		7		9		4		1		17
Realized gains		0		0		0		0		0		2

Amortized cost, fair value and average yield of debt securities

Amortized cost, fair value and average yield of debt securities

		Debt securities available-for-sale
end of		Amortized cost		Fair value		Average yield (in %)
2017 (CHF million)
Due within 1 year		728		731		0.91
Due from 1 to 5 years		838		861		0.89
Due from 5 to 10 years		250		257		0.52
Due after 10 years		214		215		4.28
Total debt securities		2,030		2,064		1.21