Annual Report 2012 - Bank Sarasin

Capital adequacy - risk-weighted assets (BIS)
CHF 000
Required equity
31.12.2012 31.12.2011
Approach Risk-weighted Capital Risk-weighted Capital
used position requirement position requirement
Credit risk CH-Standard 3,644,125 291,530 4,349,463 347,957
of which price risk relating to equity-type securities in the banking book 33,920 48,967
Non-counterparty-related risks CH-Standard 473,113 37,849 520,288 41,623
Market risk Standard 973,450 77,876 1,148,938 91,915
of which on interest-rate instruments (general and specific markeStandard 4,535 11,859
of which equity-type securities Standard 13,643 25,358
of which on currencies and precious metals Standard 51,131 49,689
of which on commodities Standard 5,660 4,591
Operational risk Basis indicator 1,245,013 99,601 1,238,363 99,069
Total required equity 6,335,700 506,856 7,257,050 580,564
Eligible equity
Cross core capital (after distribution of profit) 1,343,029 1,267,022
of which minority shareholdings 44,635 37,449
of which "innovative" instruments 0 0
less other components to be deducted from core capital (mainly goodwill and non-consolidated participations) -155,415 -131,413
Total eligible core capital 1,187,614 1,135,609
+ Supplementary capital and additional capital 0
less other deductions from supplementary capital, from additional capital and from total capital 0 0
Total eligible capital 1,187,614 1,135,609
Ratio of eligible / required equity 2.34 1.96
Bank Sarasin & Co. Ltd, Annual Report 2012 | 88