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Investment Bank
Key performance indicators
Neither the cost / income ratio nor the compensation ratio was meaningful in second quarter 2008 due to negative total income.
The average Value at Risk (VaR) (10-day 99% confidence, 5 years of historical data) was CHF 313 million, up by CHF 7 million from first quarter 2008. For information on market risk during second quarter 2008, please refer to the "Market risk" section of this report.
The Investment Bank's gross lending portfolio was CHF 147 billion compared with CHF 142 billion at the end of first quarter 2008. The ratio of the impaired gross lending portfolio to the total gross lending portfolio increased to 0.4% from 0.3% at the end of first quarter 2008.
Risk-weighted assets (RWA) stood at CHF 214 billion at quarter-end, down by CHF 11 billion from first quarter 2008. This reduction was driven by reduced credit exposures and the sale of residential mortgage-backed securities (RMBSs) to a fund managed by BlackRock which was announced in May 2008.
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