UBS Results Presentation Deck
Capital and leverage ratios
Total loss-absorbing
capacity (TLAC)
Going concern
capital
CET1
capital
105bn
60bn
45bn
44bn Gone concern
loss-absorbing
capacity
15bn AT1
45bn CET1
31.12.21
34.7%
20.0%
15.0%
CET1 capital
ratio guidance:
~13%
14.6%
5.0%
15.0%
31.12.21
RWA
302bn
29bn
buffer
17bn
15bn
CET1: 10.0%
Going concern: 14.3%
TLAC: 25.1%
Requirements¹
9.80%
5.66%
4.24%
CET1 leverage
ratio guidance:
>3.7%
4.14%
1.42%
4.24%
31.12.21
LRD
1,069bn
8bn
11bn
buffer
7bn
←
CET1: 3.50%
Going concern: 5.00%
TLAC: 8.78%
Requirements
UBS Refer to the "Capital management" and "Recent development" sections of the 4Q21 report for more information; 1 The reactivation of the countercyclical capital buffer for Swiss residential mortgages is
expected to increase our minimum CET1 capital requirement by ~30 basis points from 30.9.22
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