A Swiss CDS Story

Mar. 24, 2023 3:33 AM ET, , , , 1 Comment
Markit
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Summary

  • The dramatic "takeover" of Credit Suisse by UBS has highlighted Switzerland's rather distinctive approach to bank capital.
  • Documentation for Credit Suisse's Sfr16bn AT1 bonds - now worth zero - appear to allow a full write-down of the instruments without shareholders absorbing complete losses.
  • European AT1 debt typically do not include such provisions - the Swiss government reinforced the decision by introducing emergency legislation empowering FINMA to write down AT1.

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Figure 1. Swiss bank subordinated CDS

The dramatic "takeover" of Credit Suisse (CS) by UBS (UBS) has highlighted Switzerland's rather distinctive approach to bank capital. Documentation for Credit Suisse's Sfr16bn AT1 bonds - now worth

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FSZ--
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FLSW--
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