Credit Suisse - Information on the calculation of gains and losses on liabilities measured at fair value from movements in credit spreads in 2Q15 Dienstag, 07. Juli 2015 - 16:05

Credit Suisse revenues in 2Q15 are impacted by changes in credit spreads on fair-valued Credit Suisse long-term vanilla debt and DVA relating to certain structured notes liabilities carried at fair value.

We set out below a summary of the average credit spread movement in 2Q15 for structured notes, senior debt and subordinated debt and an approximation of the associated gain/(loss) per 1 basis point increase/(decrease) in average credit spread movements.