CVA, market RWAs more than double at UBS in Q1

UBS’s risk-weighted assets (RWAs) increased by more than 10% in the first three months of 2020, eroding its core capital ratio.

RWAs hit $286.3 billion at end-March, up from $259.2 billion three months prior. This contributed to a 89 basis point deterioration in its Common Equity Tier 1 (CET1) capital ratio, to 12.8%.

Credit valuation adjustment (CVA) RWAs more than doubled to $3.9 billion, their highest level since Q2 2017 – the result of market turbulence and frantic client trading activity

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