UBS Results Presentation Deck

Interest rate sensitivity Loans P&C GWM 367bn 31.12.20 USD CHF Other +5% 387bn 31.12.21 147bn 189bn 51bn Customer deposits P&C GWM 530bn 31.12.20 USD CHF Other +3% 548bn 31.12.21 259bn 189bn 100bn USD CHF Other Annual net interest income sensitivity FY22 YOY NII increase from realization of forward rates¹ 0.7bn GWM 1.5bn GWM 0.1bn 1.2bn 0.1bn 0.3bn P&C Additional year 1 NII increase from +100bps parallel shift in yield curves² 0.3bn 1.8bn P&C 0.8bn 0.1bn 0.2bn 0.1bn Total Total 1.2bn 0.2bn 0.4bn 1 Estimate of incremental NII in 2022 relative to 2021 based on implied forward rates as of 19.1.22 applied to the banking book, assuming balance sheet size and structure as of 31.12.21, constant foreign UBS exchange rates and management action only on deposit pricing; 2 Estimate of incremental NII based on a hypothetical scenario of an immediate change in interest rates, equal across all currencies and relative to implied forward rates as of 31.12.21 applied to the banking book, assuming no change to balance sheet size and structure, constant foreign exchange rates and no specific management action 32

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