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MD&A - Risk management and control - Market Risk (Narrative) (Detail)
$ in Billions
12 Months Ended
Dec. 31, 2019
USD ($)
Disclosure of Market Risk [Line Items]  
Equity instruments held as financial assets at fair value not held for trading and as investments in associates $ 2.4
Equity instruments held as financial assets at fair value not held for trading $ 1.3
Holding period used to calculate VaR for internal management purpose 1 day
Confidence level applied for calculating VaR for internal management purpose. 95.00%
Holding period used to calculate regulatory VaR 10 days
Confidence level applied for calculating regulatory VaR. 99.00%
Risk factor returns used to calculate VaR with 10-day holding period 10 days
Holding period used to calculate stressed VaR (SVAR) 10 days
Confidence level applied for calculating SVaR 99.00%
Historical data set used to calculate regulatory VaR 5 years
Historical data set used to calculate SVaR from 1 January 2007 to the present
Regulatory threshold for eligible capital 15.00%
UBS AG  
Disclosure of Market Risk [Line Items]  
Equity instruments held as financial assets at fair value not held for trading and as investments in associates $ 2.4
Equity instruments held as financial assets at fair value not held for trading $ 1.3
Holding period used to calculate VaR for internal management purpose 1 day
Confidence level applied for calculating VaR for internal management purpose. 95.00%
Holding period used to calculate regulatory VaR 10 days
Confidence level applied for calculating regulatory VaR. 99.00%
Risk factor returns used to calculate VaR with 10-day holding period 10 days
Holding period used to calculate stressed VaR (SVAR) 10 days
Confidence level applied for calculating SVaR 99.00%
Historical data set used to calculate regulatory VaR 5 years
Historical data set used to calculate SVaR from 1 January 2007 to the present
Regulatory threshold for eligible capital 15.00%