UBS Fixed Income Presentation Deck

Liquidity Liquidity coverage ratio¹ quarterly averages Average high-quality liquid assets¹, bn 228 156% 4Q21 UBS 253 11 161% 160% 249 1Q22 2Q22 240 163% 3Q22 239 164% 4Q22 230 162% 1Q23 257 175%1 2Q23 Well diversified liquidity pool, and diligent liquidity management including daily stress testing Average high-quality liquid assets¹, 2Q23 Securities 37% Pre-haircut as and as of end-2Q23 39bn 257bn of which >90% level 1 government, municipal and corporate bonds Cash 63% Pre-haircut as and as of end-2Q23 262bn cash and balances with central banks Refer to the "Liquidity and funding management" sections of the 2Q23 report and 2Q23 pillar III report for more information. 1 This average was calculated based on a simple average of 64 data points in 2Q23, which includes Credit Suisse's business activity from the acquisition date to 30.6.23, i.e., 15 business days from 12 June 2023. The post-acquisition, 15-day average LCR of the UBS Group was 199.5% I 1 28

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