Model revamp hikes UBS credit RWAs
Calculation tweaks made to scrap higher regulatory RWA multipliers
Model updates added Sfr12 billion ($12.2 billion) to UBS’ credit risk-weighted assets (RWAs) in the first half of the year, more than offsetting the scrapping of regulatory add-ons.
Since the start of this year, the Swiss bank has been enhancing its advanced internal ratings-based approach (A-IRB) models for exposures to Swiss residential mortgages, certain types of real estate, and unsecured
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