Disclosure
As an investor, you will find the quarterly reporting on Zürcher Kantonalbank's fund and liquidity requirements here.
Disclosure reports
The disclosure reports contain information on Zürcher Kantonalbank's capital and liquidity situation updated on a quarterly basis1. The specific disclosure for systemically important banks in accordance with FINMA Circular 2016/01 "Disclosure – Banks" as well as information on climat-related financial risks are part of the disclosure reports.
Zürcher Kantonalbank has been using the simple IRB approach (F-IRB) to calculate the capital adequacy requirements for credit risks since 31 December 2017 and the standardised approach for measuring counterparty credit risk exposures (SA-CCR) to determine the credit equivalents of derivatives.
1 The reports as of 31 March and 30 September are only available in German. Go to German reports.