UBS Results Presentation Deck
Non-core and Legacy composition
Non-core and Legacy
2Q23, USD bn
Equities
Macro
UBS
Loans
Securitized
products
Credit
HQLA
and other
55
5
8
12
14
12
5
RWA
excl. operational riskĀ¹
224
22
32
27
38
22
84
LRD
-
-
-
Equities includes electronic trading, index and single stock, equity swaps, convertibles, share-backed lending
positions
Macro includes interest rate swaps, cross currency swaps, options, swaptions
Select loan positions from Corporate Bank and Emerging Markets
Securitized Products includes asset securitizations and mortgage servicing
Credit trading and capital markets positions and select positions in EMEA, LatAm and APAC
-
- LRD includes HQLA of 74bn and 'Other' includes non trading assets, trust business and allocations related to fixed
assets
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 Operational risk RWA to be
reported in 3Q after finalization of allocation methodology
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