UBS warns of $6.5bn jump in credit RWAs in Q1

UBS alerted stakeholders that credit and counterparty risk-weighted assets would surge in the first quarter of this year following model updates and accounting changes.

The bank projected these RWAs would grow $6.5 billion (4.4%) in the three months to end-March, outpacing increases of just 1.1% and 1.8% in the fourth and third quarters of 2018, respectively.

UBS cited two drivers for the increase: an expected $3 billion on the back of the continued implementation of revised probability-of

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