XML 300 R182.htm IDEA: XBRL DOCUMENT v3.20.4
Maximum exposure to credit risk - assets at fair value (Detail) - USD ($)
$ in Millions
Dec. 31, 2020
Dec. 31, 2019
Financial Assets At Fair Value [Member]    
Credit enhancements    
Loan commitments and forward starting reverse repurchase agreements classified as derivatives $ 0 $ 0
Total financial assets measured at fair value | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk 267,100 216,700
Collateral    
Cash collateral received 0 100
Collateralized by securities 43,600 37,400
Secured by real estate 0 0
Other collateral 0 100
Credit enhancements    
Netting 138,400 107,400
Credit derivative contracts 0 0
Guarantees 0 0
Exposure to credit risk after collateral and credit enhancements 85,100 71,700
Financial assets at fair value held for trading - debt instruments | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk [1],[2] 24,600 21,900
Credit enhancements    
Exposure to credit risk after collateral and credit enhancements [1],[2] 24,600 21,900
Derivative financial instruments | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk [3],[4] 159,600 121,800
Collateral    
Collateralized by securities [3],[4] 6,000 3,300
Credit enhancements    
Netting [3],[4] 138,400 107,400
Exposure to credit risk after collateral and credit enhancements [3],[4] 15,200 11,100
Brokerage receivables | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk 24,700 18,000
Collateral    
Collateralized by securities 24,400 17,800
Credit enhancements    
Exposure to credit risk after collateral and credit enhancements 300 200
Financial assets at fair value not held for trading - debt instruments | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk [5] 58,200 55,000
Collateral    
Cash collateral received [5]   100
Collateralized by securities [5] 13,200 16,300
Other collateral [5]   100
Credit enhancements    
Exposure to credit risk after collateral and credit enhancements [5] 45,000 38,600
Guarantees | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk [6] 500 1,000
Collateral    
Other collateral [6] 100  
Credit enhancements    
Guarantees [6] 300 300
Exposure to credit risk after collateral and credit enhancements [6] 0 700
Loan commitments    
Credit enhancements    
Notional amounts of derivatives 9,400 6,300
Forward starting reverse repurchase agreements    
Credit enhancements    
Notional amounts of derivatives 21,900 20,300
UBS AG | Financial Assets At Fair Value [Member]    
Credit enhancements    
Loan commitments and forward starting reverse repurchase agreements classified as derivatives 0 0
UBS AG | Total financial assets measured at fair value | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk 267,200 216,800
Collateral    
Cash collateral received 0 100
Collateralized by securities 43,600 37,400
Secured by real estate 0 0
Other collateral 0 100
Credit enhancements    
Netting 138,400 107,400
Credit derivative contracts 0 0
Guarantees 0 0
Exposure to credit risk after collateral and credit enhancements 85,200 71,900
UBS AG | Financial assets at fair value held for trading - debt instruments | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk [1],[2] 24,700 22,000
Credit enhancements    
Exposure to credit risk after collateral and credit enhancements [1],[2] 24,700 22,000
UBS AG | Derivative financial instruments | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk [3],[4] 159,600 121,800
Collateral    
Collateralized by securities [3],[4] 6,000 3,300
Credit enhancements    
Netting [3],[4] 138,400 107,400
Exposure to credit risk after collateral and credit enhancements [3],[4] 15,200 11,100
UBS AG | Brokerage receivables | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk 24,700 18,000
Collateral    
Cash collateral received   0
Collateralized by securities 24,400 17,800
Credit enhancements    
Exposure to credit risk after collateral and credit enhancements 300 200
UBS AG | Financial assets at fair value not held for trading - debt instruments | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk [5] 58,200 55,000
Collateral    
Cash collateral received [5]   100
Collateralized by securities [5] 13,200 16,300
Other collateral [5]   100
Credit enhancements    
Exposure to credit risk after collateral and credit enhancements [5] 45,000 38,600
UBS AG | Guarantees | Financial Assets At Fair Value [Member]    
Maximum Exposure To Credit Risk [Line Items]    
Maximum Exposure To Credit Risk [6] 500 1,000
Collateral    
Other collateral [6] 100  
Credit enhancements    
Guarantees [6] 300 300
Exposure to credit risk after collateral and credit enhancements [6] 0 700
UBS AG | Loan commitments    
Credit enhancements    
Notional amounts of derivatives 9,400 6,300
UBS AG | Forward starting reverse repurchase agreements    
Credit enhancements    
Notional amounts of derivatives $ 21,900 $ 20,300
[1]
Does not include investment fund units.
[2]
These positions are generally managed under the market risk framework. For the purpose of this disclosure, collateral and credit enhancements were not considered
[3]
Includes USD 0 million (31 December 2019: USD 0 million) fair values of loan commitments and forward starting reverse repurchase agreements classified as derivatives. The full contractual committed amount of forward starting reverse repurchase agreements (generally highly collateralized) of USD 21.9 billion (31 December 2019: USD 20.3 billion) and derivative loan commitments (generally unsecured) of USD 9.4 billion (31 December 2019: USD 6.3 billion) is presented in Note 10 under notional amounts.
[4]
The amount shown in the “Netting” column represents the netting potential not recognized on the balance sheet. Refer to Note 22 for more information.
[5]
Financial assets at fair value not held for trading collateralized by securities consisted of structured loans and reverse repurchase and securities borrowing agreements.
[6]
The amount shown in the “Guarantees” column largely relates to sub-participations.