VAR cut helps shrink UBS market RWAs

Average management VAR falls Sfr10 billion

UBS cut market risk-weighted assets (RWAs) almost in half during the second quarter, to Sfr12.4 billion ($12.5 billion) from Sfr22.4 billion reported at end-March.

The Swiss lender attributed the drop to lower value-at-risk levels and a smaller asset portfolio. Average management VAR fell to Sfr11 million from Sfr16 million quarter to quarter, following risk-reducing actions taken in the investment banking division, UBS said. 

The fall in market RWAs was only marginally offset by a Sfr300

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