UBS Fixed Income Presentation Deck

UBS liquidity framework Regulatory minimums Stress testing UBS Liquidity coverage ratio 100% BCBS REQUIREMENT Net stable funding ratio In June 2022, the Swiss Federal Council adopted the revisions to the Swiss Liquidity Ordinance. UBS's increased liquidity requirements remain uncertain pending supervisory guidance from FINMA. The final rule became effective on 1.7.22, with a transition period of 18 months Combined (market and idiosyncratic) scenario Severely deteriorated macroeconomic and financial market environment and a UBS- specific event. 100% BCBS REQUIREMENT We aim to ensure that the firm has sufficient liquidity and funding to survive a severe stress event without government support The objective of this stress test is to ensure that UBS keeps a cumulative liquidity surplus on each day in the three-month stress horizon. Structural market-wide scenario Significant deterioration of macro and financial market conditions globally, requiring for long-term funding to survive. The objective of this stress test is to ensure that UBS maintains a positive cumulative behavioral liquidity gap across the 3, 6, 9 and 12-month tenors Group Treasury proposes the liquidity and funding strategy Group Asset and Liability Committee (ALCO) approves the liquidity and funding strategy on behalf of the Group Executive Board Board of Directors - Risk Committee oversees Group ALCO To complement our business-as-usual management, Group Treasury maintains a Contingency Funding Plan and contributes to plans for recovery and resolution to define procedures throughout the crisis continuum In July 2022, the revision of the Swiss Liquidity Ordinance became effective. Further supervisory guidance from FINMA is expected to be communicated in the autumn of 2023 Governance Contingency planning 40

View entire presentation