UBS Mergers and Acquisitions Presentation Deck slide image

UBS Mergers and Acquisitions Presentation Deck

Preliminary combined pro forma shareholders' equity estimate as of 31.12.22 Regulatory impacts related to the unaudited pro forma condensed combined financial information are subject to regulator review and approval Equity attributable to shareholders USD bn Credit Suisse (US GAAP)1 UBS 105.7 48.8 56.9 31.12.22 Associated CET1 capital impacts³ USD bn 17.1 Write down of Credit Suisse AT1s SPG sale to Apollo Credit Suisse compensation adjustments² 17 Credit Suisse events in 2023 as mentioned above Refer to slide 5 (3.8) 0 US GAAP / IFRS conversion (1.2) 0 Goodwill and intangibles. Refer to slide 6 (11.3bn). (13.0) ~50% expected to accrue back to par if held to maturity (13) (0.5) Fair value adjustments on financial assets and liabilities4 (1) Fair value adjustments on non-financial assets and liabilities Refer to slide 7 (4.0) (4) Litigation, regulatory and similar matters (5.8) 1 Other 94.4 Pro forma IFRS combined; 31.12.22 Refer to slide 9 for the individual components of the categories in the chart; 1 Credit Suisse reported Shareholders' equity (US GAAP) as of 31.12.22 has been translated to USD using a CHF/USD spot rate of 1.08 as of 31.12.22; 2 Estimated balance sheet impact of a write down of contingent capital awards issued by Credit Suisse and specific mandated Credit Suisse compensation cancellations as communicated by the Swiss government to Credit Suisse in 2Q23; 3 As of 31.3.23, UBS CET1 capital was 45bn. The net addition from the transaction would be the CET1 capital of Credit Suisse of 54bn UBS (based on a 31.3.23 CHF/USD rate of 1.09) and the above (17bn) of adjustments, excluding the first column which is already incorporated in Credit Suisse's CET1 capital as of 31.3.23, as well as an estimated (1bn) reduction from the elimination of the reversal of cash flow hedge losses in Credit Suisse's CET1 capital calculations. Therefore the pro forma combined CET1 capital would be ~81bn. This would translate into ~70% CET1 capital per share accretion; 4 Excludes fair value adjustments to debt issued as well as ECL allowances and provisions, which are covered in the "Other" category 4
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