Total amount of monetary losses as a result of legal proceedings associated with marketing and communication of financial product related information to new and returning customers

Quantitative
Reporting currency

Please refer to the 2020 Annual Report, “Note 40 – Litigation” in “VI - Consolidated financial statements – Credit Suisse Group” (pages 400 to 411) for information on the firm’s aggregate litigation provisions and material legal proceedings.

Description of approach to informing customers about products and services

Discussion and Analysis

Please refer to the Sustainability Report 2020, chapter “Organization and Governance”, section “Consumer and investor protection”: High-quality service and advice (page 29) and “A high level of investor protection” (pages 29 to 30).

Amount of assets under management, by asset class, that employ (1) integration of environmental, social, and governance (ESG) issues, (2) sustainability themed investing, and (3) screening

Quantitative
Reporting currency

At year-end 2020, CS’s sustainable assets under management (AuM) was CHF 108 billion, of which over CHF 16 billion was thematic and impact investment AuM (Includes only AuM balances from managed solutions that to date have been mapped to a sustainability rating of 2 and higher, based on our internal ESG framework scale (0-5). See table Credit Suisse Sustainable Investment Framework on page 80 of the Sustainability Report 2020).

Description of approach to incorporation of environmental, social, and governance (ESG) factors in investment and/or wealth management processes and strategies

Discussion and Analysis

Please refer to the Credit Suisse Sustainable Investment Framework.

Description of proxy voting and investee engagement policies and procedures

Discussion and Analysis

Please refer to the Credit Suisse Engagement Policy Statement and Active Ownership Report.

Percentage of open-end fund assets under management by category of liquidity classification

Quantitative
Percentage (%)

Following dialogue with SASB we understand this metric to be proposed for removal, and we will await further clarification from SASB to guide our disclosure for 2021.

Description of approach to incorporation of liquidity risk management programs into portfolio strategy and redemption risk management

Discussion and Analysis

Credit Suisse has a formal fund liquidity risk management framework and policy. We define portfolio liquidity risk as the risk that a fund is not able to meet redemption requests or cannot meet its liabilities without materially affecting the fund’s net asset value (NAV) per share. Liquidity risk management is integrated into our portfolio investment process (1st Line) and fiduciary risk management oversight program (2nd Line).

Our assessment commences prior to fund launch and during the product structuring phase to ensure underlying fund assets and liabilities (redemption terms and financing) are feasible/practical vs. offered fund liquidity terms. Portfolio construction, execution process, portfolio diversification, and asset allocation to liquid assets and cash are also evaluated including available credit facilities.

Liquidity risk indicators including holdings, subscription and redemptions, investor type and concentrations, credit facility usage, and liquidity stress testing (e.g. material redemption withdrawals, etc.) are monitored by both portfolio management and independently by fiduciary risk management on an ongoing basis. This includes having a liquidity crisis playbook and protocol for escalation to senior management.

Total exposure to securities financing transactions

Quantitative
Reporting currency

Please refer to the 2020 Annual Report, “Note 15 – Securities borrowed, lent and subject to repurchase agreements” in “VI - Consolidated financial statements – Credit Suisse Group” (page 300) and “Note 34 – Guarantees and commitments” in “VI - Consolidated financial statements – Credit Suisse Group” (pages 357 to 360).

Net exposure to written credit derivatives

Quantitative
Reporting currency

Please refer to the 2020 Annual Report, “Fair value of derivative instruments” and “Credit derivatives” in “Note 33 Derivatives and hedging activities” in “VI - Consolidated financial statements – Credit Suisse Group” (pages 351 to 357).