Annual Report 2012 - Bank Sarasin

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5.4 Market risks: equity price risk Market indices 31.12.2012 31.12.2012 Change in equity price Effect on equity Change in equity price Effect on equity whereof realized basis points CHF 000 basis points CHF 000 through profit or loss CHF 000 SPI +10 7,732 -10 -7,732 -251 FTSE 100 +10 786 -10 -786 0 Euronext 100 +10 3,733 -10 -3,733 -1,455 S&P 500 +10 8 -10 -8 0 Market indices 31.12.2011 31.12.2011 Change in equity price Effect on equity Change in equity price Effect on equity whereof realized basis points CHF 000 basis points CHF 000 through profit or loss CHF 000 SPI +10 12,584 -10 -12,584 -6,037 FTSE 100 +10 705 -10 -705 0 Euronext 100 +10 4,199 -10 -4,199 -2,194 S&P 500 +10 772 -10 -772 -7 The share price risk is the risk that the fair value of the “Financial investments available for sale" can assume if stock market indexes fluctuate. The calculation is based on the assumption that the Bank's portfolios only deviate marginally from the respective indices. Bank Sarasin & Co. Ltd, Annual Report 2012 | 72
5.5 Credit risks - classification of assets and liabilities by domestic / foreign CHF 000 31.12.2012 31.12.2011 Domestic Foreign Domestic Foreign Assets Cash and cash equivalents 1,981,223 2,308 192,598 229 Money market papers 1,453 679,065 1,797 535,261 Due from banks 417,311 2,185,724 479,496 2,092,433 Due from customers 2,829,716 5,987,969 3,055,039 6,876,997 Trading portfolio assets 307,932 321,964 292,788 400,715 Derivative financial instruments 48,882 103,174 196,146 332,519 Financial investments 268,725 2,220,243 412,513 2,197,166 Investments in associated companies 0 1,470 0 1,664 Property and equipment 100,639 8,964 109,395 6,349 Goodwill and other intangible assets 104,687 28,483 102,666 28,684 Current tax assets 7,890 594 5,946 229 Deferred tax assets 6,967 8,004 5,829 5,093 Accrued income and prepaid expenses 44,558 67,886 50,363 75,435 Other assets 26,235 9,851 19,506 18,441 Total assets 6,146,218 11,625,699 4,924,082 12,571,215 Liabilities Due to banks 733,110 590,891 1,176,897 464,110 Due to customers 7,192,511 5,935,516 6,921,785 5,697,002 Trading portfolio liabilities 80,292 0 37,603 0 Derivative financial instruments 44,374 100,654 169,902 274,851 Financial liabilities designated at fair value 785,768 253,756 829,395 0 Debt issued 444,235 0 383,927 0 Current tax liabilities 1,477 4,436 3,054 5,943 Deferred tax liabilities 13,271 1,711 5,848 1,670 Accrued expenses and deferred income 117,003 68,817 111,029 85,795 Liability to purchase minority interests 12,932 0 0 0 Other liabilities 32,655 11,445 24,976 30,123 Provisions 4,033 0 4,365 0 Total liabilities 9,461,661 6,967,226 9,668,781 6,559,494 Total shareholders' equity (incl. minority interests) 1,261,153 81,877 1,197,840 69,182 Total liabilities and shareholders' equity 10,722,814 7,049,103 10,866,621 6,628,676 Bank Sarasin & Co. Ltd, Annual Report 2012 | 73
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Annual Report 2012 Bank Sarasin & C
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Bank Sarasin & Co. Ltd, Annual Repo
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Bank Sarasin & Co. Ltd, Annual Repo
Page 8 and 9:
Consolidated comprehensive income C
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Statement of changes in equity CHF
Page 12 and 13:
Consolidated statement of cash flow
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is transferred and deconsolidated o
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asis throughout the time the corres
Page 18 and 19:
financial investment that is availa
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Securities lending and borrowing In
Page 22 and 23: The value of goodwill items is revi
Page 24 and 25: IAS 1: Presentation of items of oth
Page 26 and 27: 2. Details of positions in the cons
Page 28 and 29: 2.3 Results from trading operations
Page 30 and 31: 2.5 Personnel expenses CHF 000 2012
Page 32 and 33: 2.7 Depreciation and amortisation C
Page 34 and 35: 2.9 Taxes Income taxes CHF 000 2012
Page 36 and 37: 2.10 Deferred taxes CHF 000 31.12.2
Page 38 and 39: 2.12 Pension plans There are pensio
Page 40 and 41: 2.13 Cash and cash equivalents CHF
Page 42 and 43: 2.15 Due from banks and customers C
Page 44 and 45: 2.17 Trading portfolio assets CHF 0
Page 46 and 47: 2.19 Derivative financial instrumen
Page 48 and 49: 2.21 Investment in associates CHF 0
Page 50 and 51: Additional information regarding pr
Page 52 and 53: Intangible assets CHF 000 31.12.201
Page 54 and 55: 2.25 Assets pledged or ceded to sec
Page 56 and 57: 2.27 Due to customers CHF 000 31.12
Page 58 and 59: 2.29 Debt issued Year of issue Name
Page 60 and 61: 2.31 Provisions CHF 000 Restructuri
Page 62 and 63: 3. Transactions with related person
Page 64 and 65: 5. Risk management Structure of ris
Page 66 and 67: Value at Risk 1 of the Sarasin Grou
Page 68 and 69: Operational risks and reputation ri
Page 70 and 71: 5.2 Market risks: currency risk - e
Page 74 and 75: 5.6 Credit risks: analysis of colla
Page 76 and 77: 5.8 Credit risks: total exposure to
Page 78 and 79: 5.10 Credit risks - credit quality
Page 80 and 81: 5.12 Credit risks: presentation of
Page 82 and 83: 5.14 Liquidity risks - maturity str
Page 84 and 85: 6. Segment reporting The Sarasin Gr
Page 86 and 87: Restatement of the segment informat
Page 88 and 89: Capital adequacy - risk-weighted as
Page 90 and 91: 7.2 Financial Instruments Fair valu
Page 92 and 93: Level 3 instruments The next table
Page 94 and 95: 7.4 Client assets under management
Page 96 and 97: 7.6 Swiss banking legislation The S
Page 98 and 99: 7.8 cash zweiplus bank zweiplus ltd
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Annual Report 2012 - Bank Sarasin

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