Disclosure
The disclosure reports contain information on Zürcher Kantonalbank's capital and liquidity situation updated on a quarterly basis. Information on climate-related financial risks are part of the disclosure reports.
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.