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TFA - Key economic assumptions at time of transfer (Details 3) - CHF (SFr)
SFr in Millions
12 Months Ended
Dec. 31, 2019
Dec. 31, 2018
Dec. 31, 2017
Key economic assumptions used in measuring fair value at time of transfer      
Prepayment speed rate assumed used for projecting payments over the life of a residential mortgage loan (as a percent) 100.00%    
Prepayment rate per annum of the outstanding principal balance of mortgage loans in the first month assuming 100% prepayment (as a percent) 0.20%    
Prepayment rate per annum of the outstanding principal balance of mortgage loans after the first month assuming 100% prepayment (as a percent) 0.20%    
Constant prepayment rate assumed using a 100% prepayment assumption (as a percent) 6.00%    
CMBS      
Key economic assumptions used in measuring fair value at time of transfer      
Fair value of beneficial interests at time of transfer SFr 549 SFr 662 SFr 445
Weighted-average life, in years 5 years 6 months 6 years 7 months 6 days 10 years
CMBS | Minimum      
Key economic assumptions used in measuring fair value at time of transfer      
Cash flow discount rate (rate per annum), in % (as a percent) 2.50% 3.60% 2.40%
Expected credit losses (rate per annum), in % (as a percent) 1.30% 1.80% 0.60%
CMBS | Maximum      
Key economic assumptions used in measuring fair value at time of transfer      
Cash flow discount rate (rate per annum), in % (as a percent) 8.30% 9.80% 9.00%
Expected credit losses (rate per annum), in % (as a percent) 1.90% 3.10% 3.40%
CMBS | Level 2      
Key economic assumptions used in measuring fair value at time of transfer      
Fair value of beneficial interests at time of transfer SFr 455 SFr 640 SFr 444
CMBS | Level 3      
Key economic assumptions used in measuring fair value at time of transfer      
Fair value of beneficial interests at time of transfer 94 22 1
RMBS      
Key economic assumptions used in measuring fair value at time of transfer      
Fair value of beneficial interests at time of transfer SFr 3,171 SFr 3,613 SFr 2,400
Weighted-average life, in years 5 years 6 months 7 years 9 months 18 days 6 years
RMBS | Minimum      
Key economic assumptions used in measuring fair value at time of transfer      
Prepayment speed assumption (rate per annum) in % (as a percent) 2.00% 5.00% 1.00%
Cash flow discount rate (rate per annum), in % (as a percent) 1.50% 3.00% 2.00%
Expected credit losses (rate per annum), in % (as a percent) 1.50% 2.30% 0.80%
RMBS | Maximum      
Key economic assumptions used in measuring fair value at time of transfer      
Prepayment speed assumption (rate per annum) in % (as a percent) 37.30% 13.50% 22.90%
Cash flow discount rate (rate per annum), in % (as a percent) 15.70% 13.60% 29.50%
Expected credit losses (rate per annum), in % (as a percent) 7.60% 7.20% 6.30%
RMBS | Level 2      
Key economic assumptions used in measuring fair value at time of transfer      
Fair value of beneficial interests at time of transfer SFr 2,978 SFr 3,509 SFr 2,221
RMBS | Level 3      
Key economic assumptions used in measuring fair value at time of transfer      
Fair value of beneficial interests at time of transfer SFr 193 SFr 103 SFr 179