XML 370 R252.htm IDEA: XBRL DOCUMENT v3.20.4
MD&A - Risk management and control - Market Risk (Detail 1) - USD ($)
$ in Millions
12 Months Ended
Dec. 31, 2020
Dec. 31, 2019
Value At Risk [Line Items]    
Management VaR [1] $ 11 $ 9
Diversification effect [1],[2],[3] (8) (4)
Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 1 1
Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 10 7
Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 6 5
Minimum    
Value At Risk [Line Items]    
Management VaR [1] 8 6
Minimum | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Minimum | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Minimum | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Minimum | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 7 4
Minimum | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 4 4
Maximum    
Value At Risk [Line Items]    
Management VaR [1] 31 18
Maximum | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 2 1
Maximum | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Maximum | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Maximum | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 32 17
Maximum | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 7 8
Average    
Value At Risk [Line Items]    
Management VaR [1] 13 11
Diversification effect [1],[2],[3] (5) (5)
Average | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 1 1
Average | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Average | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Average | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 12 9
Average | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 5 5
Equity prices    
Value At Risk [Line Items]    
Management VaR [1] 6 5
Diversification effect [1],[2],[3] 0 (1)
Equity prices | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Equity prices | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Equity prices | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Equity prices | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 10 6
Equity prices | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 0 1
Equity prices | Minimum    
Value At Risk [Line Items]    
Management VaR [1] 3 2
Equity prices | Maximum    
Value At Risk [Line Items]    
Management VaR [1] 29 14
Equity prices | Average    
Value At Risk [Line Items]    
Management VaR [1] 10 6
Interest rate risk    
Value At Risk [Line Items]    
Management VaR [1] 8 8
Diversification effect [1],[2],[3] (4) (4)
Interest rate risk | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 1 1
Interest rate risk | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Interest rate risk | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Interest rate risk | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 7 7
Interest rate risk | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 4 5
Interest rate risk | Minimum    
Value At Risk [Line Items]    
Management VaR [1] 6 6
Interest rate risk | Maximum    
Value At Risk [Line Items]    
Management VaR [1] 11 12
Interest rate risk | Average    
Value At Risk [Line Items]    
Management VaR [1] 8 9
Credit spreads    
Value At Risk [Line Items]    
Management VaR [1] 8 5
Diversification effect [1],[2],[3] (4) (2)
Credit spreads | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 1 1
Credit spreads | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Credit spreads | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Credit spreads | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 6 4
Credit spreads | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 3 2
Credit spreads | Minimum    
Value At Risk [Line Items]    
Management VaR [1] 5 3
Credit spreads | Maximum    
Value At Risk [Line Items]    
Management VaR [1] 11 8
Credit spreads | Average    
Value At Risk [Line Items]    
Management VaR [1] 7 5
Foreign exchange    
Value At Risk [Line Items]    
Management VaR [1] 3 3
Diversification effect [1],[2],[3] (1) (1)
Foreign exchange | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Foreign exchange | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Foreign exchange | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Foreign exchange | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 4 3
Foreign exchange | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 1 1
Foreign exchange | Minimum    
Value At Risk [Line Items]    
Management VaR [1] 2 2
Foreign exchange | Maximum    
Value At Risk [Line Items]    
Management VaR [1] 7 8
Foreign exchange | Average    
Value At Risk [Line Items]    
Management VaR [1] 4 3
Commodities    
Value At Risk [Line Items]    
Management VaR [1] 3 3
Diversification effect [1],[2],[3] 0 0
Commodities | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Commodities | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Commodities | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Commodities | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 4 2
Commodities | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 0 0
Commodities | Minimum    
Value At Risk [Line Items]    
Management VaR [1] 2 1
Commodities | Maximum    
Value At Risk [Line Items]    
Management VaR [1] 6 6
Commodities | Average    
Value At Risk [Line Items]    
Management VaR [1] 4 2
UBS AG    
Value At Risk [Line Items]    
Management VaR [1] 11 9
Diversification effect [1],[2],[3] (8) (4)
UBS AG | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 1 1
UBS AG | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 10 7
UBS AG | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 6 5
UBS AG | Minimum    
Value At Risk [Line Items]    
Management VaR [1] 8 6
UBS AG | Minimum | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Minimum | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Minimum | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Minimum | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 7 4
UBS AG | Minimum | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 4 4
UBS AG | Maximum    
Value At Risk [Line Items]    
Management VaR [1] 31 18
UBS AG | Maximum | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 2 1
UBS AG | Maximum | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Maximum | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Maximum | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 32 17
UBS AG | Maximum | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 7 8
UBS AG | Average    
Value At Risk [Line Items]    
Management VaR [1] 13 11
Diversification effect [1],[2],[3] (5) (5)
UBS AG | Average | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 1 1
UBS AG | Average | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Average | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Average | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 12 9
UBS AG | Average | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 5 5
UBS AG | Equity prices    
Value At Risk [Line Items]    
Management VaR [1] 6 5
Diversification effect [1],[2],[3] 0 (1)
UBS AG | Equity prices | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Equity prices | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Equity prices | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Equity prices | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 10 6
UBS AG | Equity prices | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 0 1
UBS AG | Equity prices | Minimum    
Value At Risk [Line Items]    
Management VaR [1] 3 2
UBS AG | Equity prices | Maximum    
Value At Risk [Line Items]    
Management VaR [1] 29 14
UBS AG | Equity prices | Average    
Value At Risk [Line Items]    
Management VaR [1] 10 6
UBS AG | Interest rate risk    
Value At Risk [Line Items]    
Management VaR [1] 8 8
Diversification effect [1],[2],[3] (4) (4)
UBS AG | Interest rate risk | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 1 1
UBS AG | Interest rate risk | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Interest rate risk | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Interest rate risk | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 7 7
UBS AG | Interest rate risk | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 4 5
UBS AG | Interest rate risk | Minimum    
Value At Risk [Line Items]    
Management VaR [1] 6 6
UBS AG | Interest rate risk | Maximum    
Value At Risk [Line Items]    
Management VaR [1] 11 12
UBS AG | Interest rate risk | Average    
Value At Risk [Line Items]    
Management VaR [1] 8 9
UBS AG | Credit spreads    
Value At Risk [Line Items]    
Management VaR [1] 8 5
Diversification effect [1],[2],[3] (4) (2)
UBS AG | Credit spreads | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 1 1
UBS AG | Credit spreads | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Credit spreads | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Credit spreads | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 6 4
UBS AG | Credit spreads | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 3 2
UBS AG | Credit spreads | Minimum    
Value At Risk [Line Items]    
Management VaR [1] 5 3
UBS AG | Credit spreads | Maximum    
Value At Risk [Line Items]    
Management VaR [1] 11 8
UBS AG | Credit spreads | Average    
Value At Risk [Line Items]    
Management VaR [1] 7 5
UBS AG | Foreign exchange    
Value At Risk [Line Items]    
Management VaR [1] 3 3
Diversification effect [1],[2],[3] (1) (1)
UBS AG | Foreign exchange | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Foreign exchange | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Foreign exchange | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Foreign exchange | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 4 3
UBS AG | Foreign exchange | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 1 1
UBS AG | Foreign exchange | Minimum    
Value At Risk [Line Items]    
Management VaR [1] 2 2
UBS AG | Foreign exchange | Maximum    
Value At Risk [Line Items]    
Management VaR [1] 7 8
UBS AG | Foreign exchange | Average    
Value At Risk [Line Items]    
Management VaR [1] 4 3
UBS AG | Commodities    
Value At Risk [Line Items]    
Management VaR [1] 3 3
Diversification effect [1],[2],[3] 0 0
UBS AG | Commodities | Global Wealth Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Commodities | Personal & Corporate Banking    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Commodities | Asset Management    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Commodities | Investment Bank    
Value At Risk [Line Items]    
Management VaR [1] 4 2
UBS AG | Commodities | Group Functions    
Value At Risk [Line Items]    
Management VaR [1] 0 0
UBS AG | Commodities | Minimum    
Value At Risk [Line Items]    
Management VaR [1] 2 1
UBS AG | Commodities | Maximum    
Value At Risk [Line Items]    
Management VaR [1] 6 6
UBS AG | Commodities | Average    
Value At Risk [Line Items]    
Management VaR [1] $ 4 $ 2
[1]
Statistics at individual levels may not be summed to deduce the corresponding aggregate figures. The minima and maxima for each level may well occur on different days, and likewise, the VaR for each business line or risk type, being driven by the extreme loss tail of the corresponding distribution of simulated profits and losses for that business line or risk type, may well be driven by different days in the historical time series, rendering invalid the simple summation of figures to arrive at the aggregate total
[2]
As the minima and maxima for different business divisions and Group Functions occur on different days, it is not meaningful to calculate a portfolio diversification effect.
[3]
Difference between the sum of the standalone VaR for the business divisions and Group Functions and the VaR for the Group as a whole.