UBS sees $20bn RWA impact from Basel III

Increase expected to materialise by 2024 following the implementation of new rules on FRTB, CVA, credit and operational risk

UBS expects its risk-weighted assets (RWAs) to balloon around 23% in the next three years – with the final Basel III reforms alone projected to add around $20 billion.

In the latest guidance material, published on February 1, the bank forecast RWAs to grow from $302 billion as of end-2021 to around $370 billion at end-2024, with 29% of the net increase stemming from the final package of Basel III reforms.

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These include the estimated impact of new frameworks for credit and operational

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