UBS Fixed Income Presentation Deck slide image

UBS Fixed Income Presentation Deck

Non-strategic assets and businesses to be exited through Non-core and Legacy Non-core and Legacy composition by instrument type 2Q23, USD bn Equities Macro Loans Securitized products Credit HQLA and other 55 5 8 12 14 12 5 RWA excl. operational risk 224 22 32 27 38 22 84 LRD Non-core and Legacy composition by source 2Q23, USD bn UBS NCL Assets from Wealth and Asset Management Assets from Credit Suisse Investment Bank Credit Suisse Capital Release Unit 55 3 7 17 29 RWA excl. operational risk 224 10 114 94 LRD Positions and businesses not aligned with our strategy and policies, including a large portion of Credit Suisse IB Robust risk management and governance structure in place Active wind-down supported by PPA fair value adjustments 9bn of RWA and 14bn of LRD reduced during 2Q23¹ 9bn² RWA from Credit Suisse Investment Bank to be retained in the core Investment Bank Operational risk RWA to be reported in 3Q after finalization of group allocation methodology UBS Balances as of quarter-end. NCL perimeter subject to finalization; numbers subject to change; figures for assets transferred from CS business divisions derived from US GAAP; 1 From both natural run-off and active run-down; 2 Excluding operational risk RWA 8
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