UBS blows through 2018 credit and counterparty risk estimate
Sfr2.4 billion growth attributed to model changes alone
UBS overshot its credit and counterparty risk estimates for the rest of the year in the second quarter, and raised its forecast for the remainder of 2018.
At the end of the first quarter, the bank expected its credit and counterparty risk-weighted assets (RWAs) to have increased by around Sfr8 billion ($8.05 billion) by the end of this year. Instead, they were up Sfr8.3 billion in the second
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Risk Quantum
Emirates NBD fund RWAs surge 480%
Bank’s first reported use of look-through approach coincides with RBL acquisition
RBC, Scotiabank securitisation RWAs hit record highs
SEC-SA RWAs rise 23% across major Canadian banks, led by C$1.5bn increase at RBC
Kookmin’s SFTs surge 40% on higher repo
Record securities financing transactions contributes to 15bp leverage ratio drop
Barclays, SocGen lead European banks to new corporate SRT highs
Corporate loan retained exposures up $31bn at European G-Sibs
Basel III capital hit on G-Sibs jumps sixfold in H2 2025
Estimated increase in Tier 1 requirements rises to 1.8% – highest since 2023
UniCredit CVA RWAs double amid Commerz stake build-up
Bank cites strategic transactions as driver of the surge
Five Korean banks set records for non-operational deposit outflows in LCR
Wholesale funding and money market deposits rise as retail deposit flows slide
European UST holdings overtake Asia for first time
China and Japan see declines in US Treasuries while UK holdings approach $1trn