UBS Fixed Income Presentation Deck

Capital and leverage ratios. 35.2% 16.8% 14.4% CET1 capital ratio guidance: ~14% 18.5% 2.3% 14.4% 2Q23 RWA 557bn CET1: 10.6% Going concern: 14.9% TLAC: 25.6% Requirements 11.68% 5.56% 4.78% 6.12% 0.78% CET1 leverage ratio guidance: 4.78% >4.0% 2Q23 LRD 1,678bn CET1: 3.56% Going concern: 5.06% TLAC: 8.81% Requirements Recent FINMA rulings Increases to LRD and Swiss market share add-ons to be phased in starting beginning-2026; phase in path to be determined - 5bn net of tax PPA interest-rate related and own credit adjustments subject to transitional CET1 capital treatment until 30.6.27¹ Ability to temporarily continue to apply certain capital and liquidity rulings previously provided to Credit Suisse Guidance We expect our CET1 ratio to remain ~14% for the remainder of 2023 and over the medium term I We expect that regulatory-driven updates to models will result in an RWA increase of ~5bn in the second half We also expect an RWA decrease of ~3bn from the natural decay of our Non-core and Legacy portfolio Balances as of quarter-end; Refer to the "Capital management" and "Recent developments" sections of the 2Q23 report for more information; 1 As agreed with FINMA, a transitional CET1 capital UBS treatment has been applied for certain fair value adjustments, given the substantially temporary nature of the IFRS 3 accounting driven effects. As such, IFRS equity reductions of USD 5.9bn (pre-tax) and USD 5bn (net of tax) as of the acquisition date have been neutralized for CET1 capital calculation purposes, of which USD 1.0bn (net of tax) relates to own-credit-related fair value adjustments. The transitional treatment is subject to linear amortization and will reduce to nil by 30.6.27 22

View entire presentation