UBS blunts Basel III RWA impact, gains time for Credit Suisse integration

- By Lorenzo Migliorato
- 10 Feb 2025

Tweet
Facebook
LinkedIn
Save this article
Send to
Print this page

UBS has minimised the immediate impact of Basel III implementation on its risk-weighted assets (RWAs), giving it breathing room to absorb new RWAs as it moves erstwhile Credit Suisse positions to new models.

Adjustments in credit and operational risk modelling produced RWA reductions of $1 billion and $7 billion respectively, largely offsetting a $9 billion increase resulting from the implementation of the Fundamental Review of the Trading Book (FRTB), which overhauls how market and credit

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 print this content. Please contact info@risk.net to find out more.

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

As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.

If you would like to purchase additional rights please email info@risk.net

You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.

If you would like to purchase additional rights please email info@risk.net