UBS warns of 6% increase in credit RWAs in 2018
The bank's credit RWAs continue upward trend
UBS’s credit and counterparty risk-weighted assets are expected to grow by around Sfr 8 billion, or 6%, in the three remaining quarters of 2018, the Swiss lender announced today.
The increase is likely to be driven by methodology changes and model updates, credit-conversion factors and scheduled increases in the Swiss Financial Market Supervisory Authority (Finma)-required multiplier for exposures to corporates – bringing UBS's total credit and counterparty RWAs to Sfr 142.5 ($145.89 billion).
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