Credit Suisse said in a statement that it "is seeking to align its loan portfolios with the objectives of the Paris Agreement and has recently announced in the context of its global climate strategy that it will no longer invest in new coal-fired power plants".
It added that while it respects freedom of expression, it does not tolerate unlawful attacks on its branches.
Thunberg retweeted the above post from 350.org, which suggested Credit Suisse provided US$57 billion to companies looking for new fossil fuel deposits, and asked Federer "do you endore this? #RogerWakeUpNow".
Federer responded to the activists on Saturday, saying he is open to "innovative solutions" to climate change and discussing "important issues" with Credit Suisse.
"I take the impacts and threat of climate change very seriously, particularly as my family and I arrive in Australia amid devastation from the bush fire," Federer said in a statement to Reuters.
"As the father of four young children and a fervent supporter of universal education, I have a great deal of respect and admiration for the youth climate movement, and I am grateful to young climate activists for pushing us all to examine our behaviours and act on innovative solutions.
"We owe it to them and ourselves to listen.
"I appreciate reminders of my responsibility as a private individual, as an athlete and as an entrepreneur, and I'm committed to using this privileged position to dialogue on important issues with my sponsors."
Federer, along with multiple other tennis stars, will take part in an exhibition charity match on Wednesday, January 15th to raise funds for the Australian bushfire appeal.