UBS Fixed Income Presentation Deck
Capital requirements and eligibility criteria
Group consolidated requirements
Going concern
Minimum capital
Buffer capital
Countercyclical buffer
Pillar 2 add on
Minimum CET1 capital
Maximum Additional
Tier 1 capital
RWA
LRD
4.50% 1.50%
5.50% 2.00%
0.42%
0.18% 0.06%
10.60% 3.56%
4.30% 1.50%
14.90% 5.06%
*Includes LRD and Swiss credit market share add-ons of 1.44%
for RWA and 0.50% for LRD
Gone concern
Base requirement
equal to 75% of the total going
concern requirement excluding the
countercyclical buffer
RWA
9.65%
Additional requirement
for market share and LRD 1.08%
Minimum gone-concern 10.73%
UBS Refer to the "Capital management" and "Recent developments" sections of the 2Q23 report for more information
LRD
3.38%
0.38%
3.75%
Grandfathering rules
Any going concern-eligible capital above the
minimum requirement can be counted towards
the gone concern, subject to re-classification.
Low-trigger AT1s are available to meet the
going concern requirement until their first call
date. As of their first call date, they are eligible
to meet the gone concern requirements
A maximum of 25% of the gone concern
requirements can be met with instruments that
have a remaining maturity of between one and
two years
No MDA restrictions apply in Switzerland
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