UBS market RWAs dropped 25% in Q3 as VAR cooled

Market risk-weighted assets (RWAs) at UBS dropped by more than one-quarter through Q3, as its regulatory value-at-risk indicators adjusted to recent calmer trading conditions.

RWAs for market-making activities fell to $10.6 billion as of end-September, down from $14.2 billion three months prior and $15.1 billion in the first quarter.

The bulk of the quarterly drop was due to a collapse in VAR-related requirements. Standard VAR accounted for $2.8 billion of RWAs, down 33% on the quarter, and

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 info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

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