3.12
Swiss franc
Duration (in years) |
Credit quality step 0 |
Credit quality step 1 |
Credit quality step 2 |
Credit quality step 3 |
Credit quality step 4 |
Credit quality step 5 |
Credit quality step 6 |
1 |
0 |
0 |
3 |
24 |
142 |
299 |
3162 |
2 |
0 |
1 |
6 |
25 |
143 |
343 |
2348 |
3 |
1 |
1 |
8 |
30 |
138 |
359 |
1766 |
4 |
1 |
3 |
11 |
34 |
136 |
360 |
1360 |
5 |
1 |
4 |
14 |
36 |
136 |
352 |
1075 |
6 |
2 |
4 |
16 |
39 |
136 |
339 |
870 |
7 |
2 |
6 |
19 |
41 |
136 |
323 |
718 |
8 |
2 |
6 |
22 |
43 |
136 |
306 |
603 |
9 |
3 |
7 |
23 |
46 |
136 |
288 |
512 |
10 |
4 |
8 |
26 |
48 |
136 |
271 |
440 |
11 |
4 |
9 |
29 |
50 |
137 |
254 |
382 |
12 |
4 |
10 |
31 |
49 |
135 |
238 |
334 |
13 |
4 |
10 |
34 |
50 |
136 |
231 |
293 |
14 |
4 |
12 |
35 |
50 |
136 |
230 |
259 |
15 |
5 |
12 |
38 |
48 |
135 |
229 |
231 |
16 |
6 |
13 |
41 |
48 |
134 |
228 |
228 |
17 |
6 |
14 |
43 |
50 |
134 |
228 |
228 |
18 |
6 |
15 |
45 |
52 |
134 |
228 |
228 |
19 |
7 |
15 |
47 |
54 |
134 |
229 |
229 |
20 |
7 |
17 |
50 |
56 |
135 |
229 |
229 |
21 |
7 |
17 |
53 |
58 |
135 |
229 |
229 |
22 |
8 |
18 |
54 |
60 |
135 |
229 |
229 |
23 |
8 |
18 |
57 |
61 |
135 |
229 |
229 |
24 |
8 |
20 |
59 |
64 |
135 |
229 |
229 |
25 |
9 |
20 |
62 |
66 |
135 |
229 |
229 |
26 |
9 |
21 |
64 |
68 |
135 |
229 |
229 |
27 |
10 |
23 |
67 |
70 |
137 |
229 |
229 |
28 |
10 |
23 |
68 |
71 |
138 |
229 |
229 |
29 |
10 |
24 |
71 |
73 |
139 |
229 |
229 |
30 |
11 |
25 |
74 |
75 |
141 |
229 |
229 |