Disclosure Of Provision Matrix Explanatory | USD m 30.6.22 Carrying amount 1 ECL allowances Financial instruments measured at Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Cash and balances at central banks 190,353 190,296 57 0 (13) 0 (13) 0 Loans and advances to banks 16,596 16,479 117 0 (8) (7) (1) 0 Receivables from securities financing transactions 63,291 63,291 0 0 (2) (2) 0 0 Cash collateral receivables on derivative 43,763 43,763 0 0 0 0 0 0 Loans and advances to customers 383,898 366,452 15,759 1,686 (793) (128) (163) (501) of which: Private clients with mortgages 150,884 142,050 8,064 770 (126) (27) (72) (27) of which: Real estate financing 43,291 39,358 3,925 7 (59) (17) (42) 0 of which: Large corporate clients 12,208 10,791 1,088 329 (141) (27) (17) (98) of which: SME clients 13,309 11,744 1,167 397 (249) (22) (22) (205) of which: Lombard 140,333 140,251 0 82 (37) (7) 0 (29) of which: Credit cards 1,760 1,384 349 27 (36) (10) (9) (17) of which: Commodity trade finance 3,699 3,686 0 12 (94) (5) 0 (89) Other financial assets measured at amortized cost 2 37,528 36,977 391 160 (99) (18) (7) (74) of which: Loans to financial advisors 2,447 2,171 144 132 (78) (11) (2) (64) Total financial assets 735,428 717,257 16,325 1,846 (915) (155) (184) (575) Financial assets measured at 2 2,251 2,251 0 0 0 0 0 0 Total on-balance 737,679 719,508 16,325 1,846 (915) (155) (184) (575) Total exposure ECL provisions Off-balance sheet (in scope of ECL) Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Guarantees 22,556 21,381 1,028 146 (40) (16) (9) (15) of which: Large corporate clients 3,539 2,710 734 95 (10) (3) (3) (4) of which: SME clients 1,213 1,034 128 51 (9) (1) (1) (7) of which: Financial intermediaries and hedge funds 12,113 12,021 92 0 (16) (11) (5) 0 of which: Lombard 2,332 2,332 0 0 (1) 0 0 (1) of which: Commodity trade finance 2,388 2,387 0 0 (1) (1) 0 0 Irrevocable loan commitments 37,703 35,308 2,359 37 (113) (67) (46) 0 of which: Large corporate clients 22,649 21,001 1,642 6 (94) (60) (34) 0 Forward starting reverse repurchase 3,985 3,985 0 0 0 0 0 0 Committed unconditionally revocable credit lines 39,756 37,407 2,306 42 (37) (27) (10) 0 of which: Real estate financing 9,123 8,931 193 0 (5) (5) 0 0 of which: Large corporate clients 4,354 3,662 687 5 (6) (1) (5) 0 of which: SME clients 4,660 4,240 392 29 (16) (13) (3) 0 of which: Lombard 7,697 7,693 0 4 0 0 0 0 of which: Credit cards 9,162 8,725 433 3 (6) (4) (2) 0 of which: Commodity trade finance 172 172 0 0 0 0 0 0 Irrevocable committed prolongation of existing loans 5,156 5,136 18 2 (2) (2) 0 0 Total off-balance sheet 109,156 103,217 5,712 228 (192) (112) (66) (15) Total allowances and (1,107) (267) (250) (590) 1 The carrying amount Financial assets measured at fair Coverage ratios for core loan 30.6.22 Gross carrying amount (USD ECL coverage (bps) On-balance sheet Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 1&2 Stage 3 Private clients with mortgages 151,010 142,077 8,136 798 8 2 88 7 342 Real estate financing 43,350 39,375 3,967 8 14 4 106 14 505 Total real estate lending 194,360 181,452 12,103 805 10 2 94 8 344 Large corporate clients 12,349 10,818 1,105 427 114 25 153 37 2,286 SME clients 13,558 11,766 1,190 602 184 19 187 34 3,400 Total corporate lending 25,907 22,584 2,294 1,029 151 22 170 35 2,938 Lombard 140,370 140,259 0 111 3 1 0 1 2,641 Credit cards 1,796 1,394 359 43 201 72 263 111 3,805 Commodity trade finance 3,793 3,692 0 101 248 15 0 15 8,768 Other loans and advances to customers 18,466 17,201 1,167 98 28 8 7 8 3,796 Loans to financial advisors 2,525 2,182 147 196 307 50 163 57 3,278 Total other lending 166,949 164,728 1,672 549 18 3 76 4 4,293 Total 1 387,216 368,763 16,069 2,383 22 4 103 8 2,373 Gross exposure (USD m) ECL coverage (bps) Off-balance sheet Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 1&2 Stage 3 Private clients with mortgages 6,860 6,658 199 3 4 3 9 3 786 Real estate financing 10,336 10,126 210 0 11 6 232 11 0 Total real estate lending 17,196 16,784 409 3 8 5 123 8 786 Large corporate clients 30,750 27,581 3,062 107 36 23 136 35 368 SME clients 7,301 6,603 589 109 45 23 178 36 649 Total corporate lending 38,051 34,184 3,651 216 37 23 143 35 510 Lombard 12,931 12,927 0 4 1 0 0 0 0 Credit cards 9,162 8,725 433 3 7 5 36 7 0 Commodity trade finance 2,615 2,615 0 0 4 4 0 4 0 Financial intermediaries and hedge funds 16,668 16,151 517 0 11 7 129 11 0 Other off-balance sheet commitments 8,548 7,845 701 2 11 8 5 8 0 Total other lending 49,924 48,264 1,651 9 7 5 52 7 0 Total 2 105,171 99,232 5,712 228 18 11 115 17 644 1 Includes Loans and 384,691 m and Loans to financial 2,525 m, which are presented Forward starting reverse | USD m 31.3.22 Carrying amount 1 ECL allowances Financial instruments measured at Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Cash and balances at central banks 206,773 206,728 46 0 (6) 0 (6) 0 Loans and advances to banks 17,914 17,850 65 0 (9) (8) (1) 0 Receivables from securities financing transactions 69,452 69,452 0 0 (2) (2) 0 0 Cash collateral receivables on derivative 39,253 39,253 0 0 0 0 0 0 Loans and advances to customers 392,189 375,198 15,513 1,478 (801) (121) (155) (525) of which: Private clients with mortgages 153,645 145,272 7,702 671 (126) (27) (71) (28) of which: Real estate financing 43,920 40,006 3,907 7 (57) (17) (40) 0 of which: Large corporate clients 13,432 11,966 1,169 296 (143) (21) (14) (108) of which: SME clients 13,911 11,995 1,508 407 (260) (22) (20) (218) of which: Lombard 144,398 144,374 0 24 (34) (7) 0 (27) of which: Credit cards 1,709 1,341 341 28 (36) (10) (9) (17) of which: Commodity trade finance 4,441 4,425 7 9 (103) (6) 0 (96) Other financial assets measured at amortized cost 28,697 28,228 302 168 (109) (27) (7) (75) of which: Loans to financial advisors 2,388 2,164 86 138 (86) (20) (3) (63) Total financial assets 754,279 736,708 15,925 1,646 (927) (158) (170) (600) Financial assets measured at 9,093 9,093 0 0 0 0 0 0 Total on-balance 763,371 745,800 15,925 1,646 (927) (158) (170) (600) Total exposure ECL provisions Off-balance sheet (in scope of ECL) Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Guarantees 22,496 21,264 1,072 159 (66) (17) (10) (39) of which: Large corporate clients 3,459 2,621 736 102 (32) (3) (4) (26) of which: SME clients 1,318 1,154 107 57 (11) (1) (1) (9) of which: Financial intermediaries and hedge funds 11,428 11,307 121 0 (16) (12) (5) 0 of which: Lombard 2,545 2,545 0 0 (1) 0 0 (1) of which: Commodity trade finance 2,680 2,680 0 0 (1) (1) 0 0 Irrevocable loan commitments 38,039 35,827 2,123 89 (112) (68) (44) 0 of which: Large corporate clients 23,698 21,723 1,916 58 (98) (63) (35) 0 Forward starting reverse repurchase 6,432 6,432 0 0 0 0 0 0 Committed unconditionally revocable credit lines 41,396 38,616 2,715 65 (40) (30) (10) 0 of which: Real estate financing 9,621 9,343 278 0 (7) (5) (2) 0 of which: Large corporate clients 4,618 3,862 733 23 (5) (2) (3) 0 of which: SME clients 4,793 4,254 503 37 (15) (12) (3) 0 of which: Lombard 8,216 8,216 0 0 0 0 0 0 of which: Credit cards 9,398 8,941 453 4 (6) (5) (2) 0 of which: Commodity trade finance 280 280 0 0 0 0 0 0 Irrevocable committed prolongation of existing loans 5,355 5,342 12 2 (2) (2) 0 0 Total off-balance sheet 113,718 107,482 5,922 314 (221) (117) (64) (39) Total allowances and (1,148) (275) (234) (639) 1 The carrying amount Coverage ratios for core loan 31.3.22 Gross carrying amount (USD m) ECL coverage (bps) On-balance sheet Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 1&2 Stage 3 Private clients with mortgages 153,771 145,299 7,773 699 8 2 91 6 403 Real estate financing 43,977 40,023 3,947 7 13 4 102 13 455 Total real estate lending 197,748 185,321 11,720 707 9 2 95 8 404 Large corporate clients 13,574 11,987 1,184 404 105 17 122 27 2,666 SME clients 14,170 12,017 1,528 626 183 18 130 31 3,489 Total corporate lending 27,745 24,004 2,712 1,029 145 18 127 29 3,166 Lombard 144,432 144,381 0 51 2 0 0 0 5,326 Credit cards 1,745 1,351 350 44 204 72 256 110 3,803 Commodity trade finance 4,544 4,432 7 105 226 14 2 14 9,157 Other loans and advances to customers 16,776 15,831 879 66 25 8 9 8 4,517 Loans to financial advisors 2,473 2,184 88 201 347 92 322 101 3,132 Total other lending 169,970 168,178 1,325 468 18 3 95 4 4,986 Total 1 395,463 377,503 15,757 2,204 22 4 100 8 2,667 Gross exposure (USD m) ECL coverage (bps) Off-balance sheet Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 1&2 Stage 3 Private clients with mortgages 7,972 7,733 236 3 3 3 7 3 241 Real estate financing 10,787 10,499 287 0 9 6 118 9 0 Total real estate lending 18,759 18,232 523 3 7 5 68 7 241 Large corporate clients 31,774 28,206 3,384 183 43 24 124 35 1,410 SME clients 7,512 6,693 700 119 48 23 159 36 791 Total corporate lending 39,286 34,899 4,084 303 44 24 130 35 1,166 Lombard 13,761 13,761 0 0 1 0 0 0 0 Credit cards 9,398 8,941 453 4 7 5 34 7 0 Commodity trade finance 2,960 2,960 0 0 4 4 0 4 0 Financial intermediaries and hedge funds 10,739 10,141 598 0 16 12 83 16 0 Other off-balance sheet commitments 12,384 12,115 265 4 9 5 40 6 0 Total other lending 49,241 47,918 1,315 8 8 5 58 7 0 Total 2 107,286 101,049 5,922 314 21 12 108 17 1,255 1 Includes Loans and 392,990 m and Loans to financial 2,473 m, which are presented Forward starting reverse | USD m 31.12.21 Carrying amount 1 ECL allowances Financial instruments measured at Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Cash and balances at central banks 192,817 192,817 0 0 0 0 0 0 Loans and advances to banks 15,480 15,453 26 1 (8) (7) (1) 0 Receivables from securities financing transactions 75,012 75,012 0 0 (2) (2) 0 0 Cash collateral receivables on derivative 30,514 30,514 0 0 0 0 0 0 Loans and advances to customers 397,761 380,564 15,620 1,577 (850) (126) (152) (572) of which: Private clients with mortgages 152,479 143,505 8,262 711 (132) (28) (71) (33) of which: Real estate financing 43,945 40,463 3,472 9 (60) (19) (40) 0 of which: Large corporate clients 13,990 12,643 1,037 310 (170) (22) (16) (133) of which: SME clients 14,004 12,076 1,492 436 (259) (19) (15) (225) of which: Lombard 149,283 149,255 0 27 (33) (6) 0 (28) of which: Credit cards 1,716 1,345 342 29 (36) (10) (9) (17) of which: Commodity trade finance 3,813 3,799 7 7 (114) (6) 0 (108) Other financial assets measured at amortized cost 26,209 25,718 302 189 (109) (27) (7) (76) of which: Loans to financial advisors 2,453 2,184 106 163 (86) (19) (3) (63) Total financial assets 737,794 720,079 15,948 1,767 (969) (161) (160) (647) Financial assets measured at 8,844 8,844 0 0 0 0 0 0 Total on-balance 746,638 728,923 15,948 1,767 (969) (161) (160) (647) Total exposure ECL provisions Off-balance sheet (in scope of ECL) Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Guarantees 20,972 19,695 1,127 150 (41) (18) (8) (15) of which: Large corporate clients 3,464 2,567 793 104 (6) (3) (3) 0 of which: SME clients 1,353 1,143 164 46 (8) (1) (1) (7) of which: Financial intermediaries and hedge funds 9,575 9,491 84 0 (17) (13) (4) 0 of which: Lombard 2,454 2,454 0 0 (1) 0 0 (1) of which: Commodity trade finance 3,137 3,137 0 0 (1) (1) 0 0 Irrevocable loan commitments 39,478 37,097 2,335 46 (114) (72) (42) 0 of which: Large corporate clients 23,922 21,811 2,102 9 (100) (66) (34) 0 Forward starting reverse repurchase 1,444 1,444 0 0 0 0 0 0 Committed unconditionally revocable credit lines 40,778 38,207 2,508 63 (38) (28) (10) 0 of which: Real estate financing 7,328 7,046 281 0 (5) (4) (1) 0 of which: Large corporate clients 5,358 4,599 736 23 (7) (4) (3) 0 of which: SME clients 5,160 4,736 389 35 (15) (11) (3) 0 of which: Lombard 8,670 8,670 0 0 0 0 0 0 of which: Credit cards 9,466 9,000 462 4 (6) (5) (2) 0 of which: Commodity trade finance 117 117 0 0 0 0 0 0 Irrevocable committed prolongation of existing loans 5,611 5,527 36 48 (3) (3) 0 0 Total off-balance sheet 108,284 101,971 6,006 307 (196) (121) (60) (15) Total allowances and (1,165) (282) (220) (662) 1 The carrying amount | Note 7 a) Credit loss expense Total 7 m, 16 m net expenses related to stage 9 m net credit loss releases Stage 1 and 2 net expenses included: scenario-related net expenses of USD 10 m related to Personal & Corporate Banking corporate lending; net 9 m from model Americas; and additional net expenses of 14 m from book quality and and real estate lending Stage 3 net credit loss releases were 9 m, driven by a release of USD 26 m in the Investment Bank, reduction of 28 m), mainly improved cash contributed net expenses 8 m, USD 6 m and USD 2 m, respectively. b) Changes to ECL models, Scenarios The expected credit loss (ECL) scenarios, along with the related macroeconomic factors, were reviewed in light of the meetings, with input and The baseline scenario assumptions on a calendar-year basis are included in the table below economic forecast for As replaced the mild global interest rate rate steepening scenario. The aim was to reflect the policy measures, which would lead 2022, interest rate steepening scenario, energy. with the severe scenario, due to the region’s The global crisis scenario and but remain materially Scenario weights UBS kept scenario weights in line with those applied 25 % weight previously assigned to the severe global Ukraine conflict for annual reporting 2021, Post-model adjustments The PMA represent COVID-19 pandemic, The adverse scenarios and scenario reflected in the PMA Comparison of shock Baseline Key parameters 2021 2022 2023 Real GDP growth (annual percentage US 5.5 2.9 2.4 Eurozone 5.1 2.9 2.2 Switzerland 3.1 2.5 1.5 Unemployment rate (%, annual US 5.4 3.5 3.2 Eurozone 7.7 6.8 6.8 Switzerland 3.0 2.1 1.9 Real estate (annual percentage change, US 16.1 2.0 1.7 Eurozone 7.9 5.0 1.7 Switzerland 6.0 4.0 0.0 Economic scenarios and Assigned weights in % ECL scenario 30.6.22 31.3.22 31.12.21 Upside 0.0 0.0 5.0 Baseline 55.0 55.0 55.0 Mild global interest rate steepening - - 10.0 Severe global interest rate steepening - 25.0 - Severe Russia–Ukraine conflict scenario 25.0 - - Global crisis 20.0 20.0 30.0 c) ECL-relevant balance The following subject exposure to credit risk, taking into account the allowance for credit losses. Financial assets measured at fair value through other the allowance Instead, the In addition to recognized financial assets, certain also subject to ECL. The maximum exposure to credit risk based on the maximum USD m 30.6.22 Carrying amount 1 ECL allowances Financial instruments measured at Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Cash and balances at central banks 190,353 190,296 57 0 (13) 0 (13) 0 Loans and advances to banks 16,596 16,479 117 0 (8) (7) (1) 0 Receivables from securities financing transactions 63,291 63,291 0 0 (2) (2) 0 0 Cash collateral receivables on derivative 43,763 43,763 0 0 0 0 0 0 Loans and advances to customers 383,898 366,452 15,759 1,686 (793) (128) (163) (501) of which: Private clients with mortgages 150,884 142,050 8,064 770 (126) (27) (72) (27) of which: Real estate financing 43,291 39,358 3,925 7 (59) (17) (42) 0 of which: Large corporate clients 12,208 10,791 1,088 329 (141) (27) (17) (98) of which: SME clients 13,309 11,744 1,167 397 (249) (22) (22) (205) of which: Lombard 140,333 140,251 0 82 (37) (7) 0 (29) of which: Credit cards 1,760 1,384 349 27 (36) (10) (9) (17) of which: Commodity trade finance 3,699 3,686 0 12 (94) (5) 0 (89) Other financial assets measured at amortized cost 2 37,528 36,977 391 160 (99) (18) (7) (74) of which: Loans to financial advisors 2,447 2,171 144 132 (78) (11) (2) (64) Total financial assets 735,428 717,257 16,325 1,846 (915) (155) (184) (575) Financial assets measured at 2 2,251 2,251 0 0 0 0 0 0 Total on-balance 737,679 719,508 16,325 1,846 (915) (155) (184) (575) Total exposure ECL provisions Off-balance sheet (in scope of ECL) Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Guarantees 22,556 21,381 1,028 146 (40) (16) (9) (15) of which: Large corporate clients 3,539 2,710 734 95 (10) (3) (3) (4) of which: SME clients 1,213 1,034 128 51 (9) (1) (1) (7) of which: Financial intermediaries and hedge funds 12,113 12,021 92 0 (16) (11) (5) 0 of which: Lombard 2,332 2,332 0 0 (1) 0 0 (1) of which: Commodity trade finance 2,388 2,387 0 0 (1) (1) 0 0 Irrevocable loan commitments 37,703 35,308 2,359 37 (113) (67) (46) 0 of which: Large corporate clients 22,649 21,001 1,642 6 (94) (60) (34) 0 Forward starting reverse repurchase 3,985 3,985 0 0 0 0 0 0 Committed unconditionally revocable credit lines 39,756 37,407 2,306 42 (37) (27) (10) 0 of which: Real estate financing 9,123 8,931 193 0 (5) (5) 0 0 of which: Large corporate clients 4,354 3,662 687 5 (6) (1) (5) 0 of which: SME clients 4,660 4,240 392 29 (16) (13) (3) 0 of which: Lombard 7,697 7,693 0 4 0 0 0 0 of which: Credit cards 9,162 8,725 433 3 (6) (4) (2) 0 of which: Commodity trade finance 172 172 0 0 0 0 0 0 Irrevocable committed prolongation of existing loans 5,156 5,136 18 2 (2) (2) 0 0 Total off-balance sheet 109,156 103,217 5,712 228 (192) (112) (66) (15) Total allowances and (1,107) (267) (250) (590) 1 The carrying amount Financial assets measured at fair USD m 31.3.22 Carrying amount 1 ECL allowances Financial instruments measured at Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Cash and balances at central banks 206,773 206,728 46 0 (6) 0 (6) 0 Loans and advances to banks 17,914 17,850 65 0 (9) (8) (1) 0 Receivables from securities financing transactions 69,452 69,452 0 0 (2) (2) 0 0 Cash collateral receivables on derivative 39,253 39,253 0 0 0 0 0 0 Loans and advances to customers 392,189 375,198 15,513 1,478 (801) (121) (155) (525) of which: Private clients with mortgages 153,645 145,272 7,702 671 (126) (27) (71) (28) of which: Real estate financing 43,920 40,006 3,907 7 (57) (17) (40) 0 of which: Large corporate clients 13,432 11,966 1,169 296 (143) (21) (14) (108) of which: SME clients 13,911 11,995 1,508 407 (260) (22) (20) (218) of which: Lombard 144,398 144,374 0 24 (34) (7) 0 (27) of which: Credit cards 1,709 1,341 341 28 (36) (10) (9) (17) of which: Commodity trade finance 4,441 4,425 7 9 (103) (6) 0 (96) Other financial assets measured at amortized cost 28,697 28,228 302 168 (109) (27) (7) (75) of which: Loans to financial advisors 2,388 2,164 86 138 (86) (20) (3) (63) Total financial assets 754,279 736,708 15,925 1,646 (927) (158) (170) (600) Financial assets measured at 9,093 9,093 0 0 0 0 0 0 Total on-balance 763,371 745,800 15,925 1,646 (927) (158) (170) (600) Total exposure ECL provisions Off-balance sheet (in scope of ECL) Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Guarantees 22,496 21,264 1,072 159 (66) (17) (10) (39) of which: Large corporate clients 3,459 2,621 736 102 (32) (3) (4) (26) of which: SME clients 1,318 1,154 107 57 (11) (1) (1) (9) of which: Financial intermediaries and hedge funds 11,428 11,307 121 0 (16) (12) (5) 0 of which: Lombard 2,545 2,545 0 0 (1) 0 0 (1) of which: Commodity trade finance 2,680 2,680 0 0 (1) (1) 0 0 Irrevocable loan commitments 38,039 35,827 2,123 89 (112) (68) (44) 0 of which: Large corporate clients 23,698 21,723 1,916 58 (98) (63) (35) 0 Forward starting reverse repurchase 6,432 6,432 0 0 0 0 0 0 Committed unconditionally revocable credit lines 41,396 38,616 2,715 65 (40) (30) (10) 0 of which: Real estate financing 9,621 9,343 278 0 (7) (5) (2) 0 of which: Large corporate clients 4,618 3,862 733 23 (5) (2) (3) 0 of which: SME clients 4,793 4,254 503 37 (15) (12) (3) 0 of which: Lombard 8,216 8,216 0 0 0 0 0 0 of which: Credit cards 9,398 8,941 453 4 (6) (5) (2) 0 of which: Commodity trade finance 280 280 0 0 0 0 0 0 Irrevocable committed prolongation of existing loans 5,355 5,342 12 2 (2) (2) 0 0 Total off-balance sheet 113,718 107,482 5,922 314 (221) (117) (64) (39) Total allowances and (1,148) (275) (234) (639) 1 The carrying amount USD m 31.12.21 Carrying amount 1 ECL allowances Financial instruments measured at Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Cash and balances at central banks 192,817 192,817 0 0 0 0 0 0 Loans and advances to banks 15,480 15,453 26 1 (8) (7) (1) 0 Receivables from securities financing transactions 75,012 75,012 0 0 (2) (2) 0 0 Cash collateral receivables on derivative 30,514 30,514 0 0 0 0 0 0 Loans and advances to customers 397,761 380,564 15,620 1,577 (850) (126) (152) (572) of which: Private clients with mortgages 152,479 143,505 8,262 711 (132) (28) (71) (33) of which: Real estate financing 43,945 40,463 3,472 9 (60) (19) (40) 0 of which: Large corporate clients 13,990 12,643 1,037 310 (170) (22) (16) (133) of which: SME clients 14,004 12,076 1,492 436 (259) (19) (15) (225) of which: Lombard 149,283 149,255 0 27 (33) (6) 0 (28) of which: Credit cards 1,716 1,345 342 29 (36) (10) (9) (17) of which: Commodity trade finance 3,813 3,799 7 7 (114) (6) 0 (108) Other financial assets measured at amortized cost 26,209 25,718 302 189 (109) (27) (7) (76) of which: Loans to financial advisors 2,453 2,184 106 163 (86) (19) (3) (63) Total financial assets 737,794 720,079 15,948 1,767 (969) (161) (160) (647) Financial assets measured at 8,844 8,844 0 0 0 0 0 0 Total on-balance 746,638 728,923 15,948 1,767 (969) (161) (160) (647) Total exposure ECL provisions Off-balance sheet (in scope of ECL) Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 3 Guarantees 20,972 19,695 1,127 150 (41) (18) (8) (15) of which: Large corporate clients 3,464 2,567 793 104 (6) (3) (3) 0 of which: SME clients 1,353 1,143 164 46 (8) (1) (1) (7) of which: Financial intermediaries and hedge funds 9,575 9,491 84 0 (17) (13) (4) 0 of which: Lombard 2,454 2,454 0 0 (1) 0 0 (1) of which: Commodity trade finance 3,137 3,137 0 0 (1) (1) 0 0 Irrevocable loan commitments 39,478 37,097 2,335 46 (114) (72) (42) 0 of which: Large corporate clients 23,922 21,811 2,102 9 (100) (66) (34) 0 Forward starting reverse repurchase 1,444 1,444 0 0 0 0 0 0 Committed unconditionally revocable credit lines 40,778 38,207 2,508 63 (38) (28) (10) 0 of which: Real estate financing 7,328 7,046 281 0 (5) (4) (1) 0 of which: Large corporate clients 5,358 4,599 736 23 (7) (4) (3) 0 of which: SME clients 5,160 4,736 389 35 (15) (11) (3) 0 of which: Lombard 8,670 8,670 0 0 0 0 0 0 of which: Credit cards 9,466 9,000 462 4 (6) (5) (2) 0 of which: Commodity trade finance 117 117 0 0 0 0 0 0 Irrevocable committed prolongation of existing loans 5,611 5,527 36 48 (3) (3) 0 0 Total off-balance sheet 108,284 101,971 6,006 307 (196) (121) (60) (15) Total allowances and (1,165) (282) (220) (662) 1 The carrying amount The table below portfolios (i.e., Loans and and ) and exposures. Cash and , Loans and , Receivables transactions , Cash Financial through other comprehensive ECL coverage ratios are calculated by dividing ECL allowances and provisions related exposures. Coverage ratios for core loan 30.6.22 Gross carrying amount (USD ECL coverage (bps) On-balance sheet Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 1&2 Stage 3 Private clients with mortgages 151,010 142,077 8,136 798 8 2 88 7 342 Real estate financing 43,350 39,375 3,967 8 14 4 106 14 505 Total real estate lending 194,360 181,452 12,103 805 10 2 94 8 344 Large corporate clients 12,349 10,818 1,105 427 114 25 153 37 2,286 SME clients 13,558 11,766 1,190 602 184 19 187 34 3,400 Total corporate lending 25,907 22,584 2,294 1,029 151 22 170 35 2,938 Lombard 140,370 140,259 0 111 3 1 0 1 2,641 Credit cards 1,796 1,394 359 43 201 72 263 111 3,805 Commodity trade finance 3,793 3,692 0 101 248 15 0 15 8,768 Other loans and advances to customers 18,466 17,201 1,167 98 28 8 7 8 3,796 Loans to financial advisors 2,525 2,182 147 196 307 50 163 57 3,278 Total other lending 166,949 164,728 1,672 549 18 3 76 4 4,293 Total 1 387,216 368,763 16,069 2,383 22 4 103 8 2,373 Gross exposure (USD m) ECL coverage (bps) Off-balance sheet Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 1&2 Stage 3 Private clients with mortgages 6,860 6,658 199 3 4 3 9 3 786 Real estate financing 10,336 10,126 210 0 11 6 232 11 0 Total real estate lending 17,196 16,784 409 3 8 5 123 8 786 Large corporate clients 30,750 27,581 3,062 107 36 23 136 35 368 SME clients 7,301 6,603 589 109 45 23 178 36 649 Total corporate lending 38,051 34,184 3,651 216 37 23 143 35 510 Lombard 12,931 12,927 0 4 1 0 0 0 0 Credit cards 9,162 8,725 433 3 7 5 36 7 0 Commodity trade finance 2,615 2,615 0 0 4 4 0 4 0 Financial intermediaries and hedge funds 16,668 16,151 517 0 11 7 129 11 0 Other off-balance sheet commitments 8,548 7,845 701 2 11 8 5 8 0 Total other lending 49,924 48,264 1,651 9 7 5 52 7 0 Total 2 105,171 99,232 5,712 228 18 11 115 17 644 1 Includes Loans and 384,691 m and Loans to financial 2,525 m, which are presented Forward starting reverse Coverage ratios for core loan 31.3.22 Gross carrying amount (USD m) ECL coverage (bps) On-balance sheet Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 1&2 Stage 3 Private clients with mortgages 153,771 145,299 7,773 699 8 2 91 6 403 Real estate financing 43,977 40,023 3,947 7 13 4 102 13 455 Total real estate lending 197,748 185,321 11,720 707 9 2 95 8 404 Large corporate clients 13,574 11,987 1,184 404 105 17 122 27 2,666 SME clients 14,170 12,017 1,528 626 183 18 130 31 3,489 Total corporate lending 27,745 24,004 2,712 1,029 145 18 127 29 3,166 Lombard 144,432 144,381 0 51 2 0 0 0 5,326 Credit cards 1,745 1,351 350 44 204 72 256 110 3,803 Commodity trade finance 4,544 4,432 7 105 226 14 2 14 9,157 Other loans and advances to customers 16,776 15,831 879 66 25 8 9 8 4,517 Loans to financial advisors 2,473 2,184 88 201 347 92 322 101 3,132 Total other lending 169,970 168,178 1,325 468 18 3 95 4 4,986 Total 1 395,463 377,503 15,757 2,204 22 4 100 8 2,667 Gross exposure (USD m) ECL coverage (bps) Off-balance sheet Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 1&2 Stage 3 Private clients with mortgages 7,972 7,733 236 3 3 3 7 3 241 Real estate financing 10,787 10,499 287 0 9 6 118 9 0 Total real estate lending 18,759 18,232 523 3 7 5 68 7 241 Large corporate clients 31,774 28,206 3,384 183 43 24 124 35 1,410 SME clients 7,512 6,693 700 119 48 23 159 36 791 Total corporate lending 39,286 34,899 4,084 303 44 24 130 35 1,166 Lombard 13,761 13,761 0 0 1 0 0 0 0 Credit cards 9,398 8,941 453 4 7 5 34 7 0 Commodity trade finance 2,960 2,960 0 0 4 4 0 4 0 Financial intermediaries and hedge funds 10,739 10,141 598 0 16 12 83 16 0 Other off-balance sheet commitments 12,384 12,115 265 4 9 5 40 6 0 Total other lending 49,241 47,918 1,315 8 8 5 58 7 0 Total 2 107,286 101,049 5,922 314 21 12 108 17 1,255 1 Includes Loans and 392,990 m and Loans to financial 2,473 m, which are presented Forward starting reverse Coverage ratios for core loan 31.12.21 Gross carrying amount (USD m) ECL coverage (bps) On-balance sheet Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 1&2 Stage 3 Private clients with mortgages 152,610 143,533 8,333 744 9 2 85 6 446 Real estate financing 44,004 40,483 3,512 10 14 5 114 14 231 Total real estate lending 196,615 184,016 11,845 754 10 3 94 8 443 Large corporate clients 14,161 12,665 1,053 443 120 18 148 28 2,997 SME clients 14,263 12,095 1,507 661 182 16 103 25 3,402 Total corporate lending 28,424 24,760 2,560 1,104 151 17 121 26 3,240 Lombard 149,316 149,261 0 55 2 0 0 0 5,026 Credit cards 1,752 1,355 351 46 204 72 255 109 3,735 Commodity trade finance 3,927 3,805 7 115 290 15 3 15 9,388 Other loans and advances to customers 18,578 17,493 1,010 75 25 9 15 10 3,730 Loans to financial advisors 2,539 2,203 109 226 338 88 303 99 2,791 Total other lending 176,111 174,117 1,477 517 18 3 93 4 4,718 Total 1 401,150 382,893 15,882 2,374 23 4 98 8 2,673 Gross exposure (USD m) ECL coverage (bps) Off-balance sheet Total Stage 1 Stage 2 Stage 3 Total Stage 1 Stage 2 Stage 1&2 Stage 3 Private clients with mortgages 9,123 8,798 276 49 3 3 9 3 15 Real estate financing 8,766 8,481 285 0 9 7 88 9 0 Total real estate lending 17,889 17,278 562 49 6 5 49 6 15 Large corporate clients 32,748 28,981 3,630 136 34 25 110 35 1 SME clients 8,077 7,276 688 114 38 19 151 30 585 Total corporate lending 40,826 36,258 4,318 250 35 24 117 34 266 Lombard 14,438 14,438 0 0 1 0 0 0 0 Credit cards 9,466 9,000 462 4 7 5 34 7 0 Commodity trade finance 3,262 3,262 0 0 4 4 0 4 0 Financial intermediaries and hedge funds 12,153 11,784 369 0 15 12 120 15 0 Other off-balance sheet commitments 8,806 8,507 296 4 15 6 30 7 0 Total other lending 48,126 46,991 1,127 8 9 5 61 7 0 Total 2 106,840 100,527 6,006 307 18 12 100 17 486 1 Includes Loans and 398,611 m and Loans to financial 2,539 m, which are presented Forward starting reverse |