Corporate Banking in Switzerland

RAROC profiles and pricing benchmarks for 1 Switzerland banks, sourced from Pillar 3 disclosures.

Overview

OpenRAROC tracks 1 banks headquartered in Switzerland with a combined corporate credit exposure of EUR 52bn. The average Switzerland bank in our dataset has a cost-to-income ratio of 70.0% and an average corporate probability of default of 3.50%. On a representative BBB+ EUR 25M 5-year term loan, these banks generate an average RAROC of 7.25%.

Cheapest vs most expensive in Switzerland

On the standard sample deal, UBS is the cheapest lender in Switzerland, requiring just 254bp to hit a 12% RAROC hurdle. The most expensive is UBS at 254bp — a difference of 0bp on the same deal. For a EUR 25M facility, that's EUR 0 per year in interest expense.

All 1 banks ranked by RAROC

RAROC computed on a representative BBB+ rated, 5-year, EUR 25M term loan at 150bp spread. Click any bank for its full profile.

#	Bank	C/I	Avg PD	LGD	EAD	RAROC	Min spread
1	UBS	70.0%	3.50%	31.8%	EUR 52bn	7.25%	254bp

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