UBS Results Presentation Deck
Finalized Non-core and Legacy perimeter as of 30.9.23
RWA versus 2Q23 pro formal
bn
55
2Q23
pro forma
224
(1)
2Q23
pro forma
Scope
changes¹
54
LRD versus 2Q23 pro formal
bn
2Q23 Operational
finalized
risk RWA
perimeter
excl. op risk
(15)
30
Scope
changes¹
209
84
30
54
2Q23 finalized
perimeter
(6bn)
2Q23
total RWA
77
30
47
o/w (12bn) related to change in
accounting classification of loan
commitments²
(52bn)
3Q23
156
3Q23
RWA and LRD by instrument and risk type
bn
Equities
Macro
Loans
Securitized
products
Credit
Other
Operational risk
RWA/HQLA
3
77
4
15
14
30
3Q23
RWA
5
156
18
30
17
29
53
4
3Q23
LRD
Credit risk
Non-counterparty-
related risk
Market risk
Operational risk
77
39
6
30
3Q23
RWA
1 Relative to pro forma provided in the 2Q23 results presentation, the 2Q23 finalized perimeter includes additional assets transferred from Credit Suisse Wealth Management and Swiss Bank, offset by
UBS additional assets retained by core UBS Investment Bank (2bn of additional RWA) and other factors, including lower allocation of HQLA; 2 Refer to the "Capital management" section of the 3Q23 report
for more information
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