At UBS, asset cull drives down RWAs

Swiss lender UBS saw risk-weighed assets (RWAs) fall $5.4 billion (2%) in the last quarter of 2019 to $259.2 billion, a side-effect of a year-end contraction in loans and credit lines.

In Q4, reductions to asset size lopped $6.3 billion off RWAs, reversing a $5.6 billion increase from the previous quarter. Model updates shaved a further $2.9 billion. These declines were offset slightly by regulatory add-ons of $500 million and currency effects of $3.2 billion.

UBS said a shrinkage of traded

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 [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: