UBS’s market RWAs fall below pre-FRTB levels
Charges drop 15.8% in Q4 as legacy assets continue to roll off
UBS’s market risk charges fell 15.8% in Q4 2025, hitting the lowest in six quarters.
Total market risk-weighted assets (RWAs), which have been calculated under Basel III’s revised standardised approach since January 1, 2025, shrank to $23.8 billion, the lowest since Q2 2024’s $22.5 billion, when the output was a mix of standardised formulas and internal models.
The bank attributed the drop to asset
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