UBS’s risk density set to increase after Credit Suisse takeover

Rescued bank’s RWA-to-exposure ratio rose at faster clip prior to collapse

UBS’s takeover of Credit Suisse could see it swallow a bank with a higher risk density than just a few quarters ago, Risk Quantum analysis suggests.

Credit Suisse’s risk density, calculated as risk-weighted assets (RWAs) divided by total leverage exposures, hit 37.3% at end-March, up from 31.1% a year prior. The ratio climbed at a faster clip than at UBS, where it went from 29.1% to 31.7% over the same period.

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