XML 371 R253.htm IDEA: XBRL DOCUMENT v3.20.4
MD&A - Risk management and control - Market Risk (Detail 2)
$ in Millions
Dec. 31, 2020
USD ($)
+1 bp  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement $ (27.2)
Additional tier 1 (AT1) capital instruments 4.2
Total including AT1 capital instruments (23.0)
+1 bp | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (5.2)
+1 bp | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (0.9)
+1 bp | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 0.2
+1 bp | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (20.7)
+1 bp | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (0.6)
Parallel up  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (5,604.8) [1]
Additional tier 1 (AT1) capital instruments 815.1 [1]
Total including AT1 capital instruments (4,789.7) [1]
Parallel up | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (735.8) [1]
Parallel up | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (164.9) [1]
Parallel up | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 48.7 [1]
Parallel up | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (4,612.8) [1]
Parallel up | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (140.0) [1]
Parallel down  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 4,956.9 [1]
Additional tier 1 (AT1) capital instruments (868.4) [1]
Total including AT1 capital instruments 4,088.5 [1]
Parallel down | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 832.3 [1]
Parallel down | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 163.2 [1]
Parallel down | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (42.0) [1]
Parallel down | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 3,999.8 [1]
Parallel down | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 3.6 [1]
Steepener  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (849.1) [2]
Additional tier 1 (AT1) capital instruments (92.8) [2]
Total including AT1 capital instruments (942.0) [2]
Steepener | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (369.6) [2]
Steepener | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (73.1) [2]
Steepener | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (31.7) [2]
Steepener | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (395.5) [2]
Steepener | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 20.8 [2]
Flattener  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (394.1) [3]
Additional tier 1 (AT1) capital instruments 272.8 [3]
Total including AT1 capital instruments (121.2) [3]
Flattener | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 225.5 [3]
Flattener | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 29.9 [3]
Flattener | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 40.2 [3]
Flattener | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (630.5) [3]
Flattener | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (59.3) [3]
Short-term up  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (2,332.7) [4]
Additional tier 1 (AT1) capital instruments 573.6 [4]
Total including AT1 capital instruments (1,759.1) [4]
Short-term up | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (74.5) [4]
Short-term up | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (20.4) [4]
Short-term up | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 56.9 [4]
Short-term up | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (2,188.9) [4]
Short-term up | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (105.7) [4]
Short-term down  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 2,435.2 [5]
Additional tier 1 (AT1) capital instruments (599.0) [5]
Total including AT1 capital instruments 1,836.2 [5]
Short-term down | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 79.0 [5]
Short-term down | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (4.7) [5]
Short-term down | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (47.5) [5]
Short-term down | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 2,397.9 [5]
Short-term down | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 10.5 [5]
UBS AG | +1 bp  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (27.2)
Additional tier 1 (AT1) capital instruments 4.2
Total including AT1 capital instruments (23.0)
UBS AG | +1 bp | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (5.2)
UBS AG | +1 bp | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (0.9)
UBS AG | +1 bp | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 0.2
UBS AG | +1 bp | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (20.7)
UBS AG | +1 bp | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (0.6)
UBS AG | Parallel up  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (5,604.8) [1]
Additional tier 1 (AT1) capital instruments 815.1 [1]
Total including AT1 capital instruments (4,789.7) [1]
UBS AG | Parallel up | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (735.8) [1]
UBS AG | Parallel up | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (164.9) [1]
UBS AG | Parallel up | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 48.7 [1]
UBS AG | Parallel up | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (4,612.8) [1]
UBS AG | Parallel up | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (140.0) [1]
UBS AG | Parallel down  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 4,956.9 [1]
Additional tier 1 (AT1) capital instruments (868.4) [1]
Total including AT1 capital instruments 4,088.5 [1]
UBS AG | Parallel down | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 832.3 [1]
UBS AG | Parallel down | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 163.2 [1]
UBS AG | Parallel down | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (42.0) [1]
UBS AG | Parallel down | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 3,999.8 [1]
UBS AG | Parallel down | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 3.6 [1]
UBS AG | Steepener  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (849.1) [2]
Additional tier 1 (AT1) capital instruments (92.8) [2]
Total including AT1 capital instruments (942.0) [2]
UBS AG | Steepener | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (369.6) [2]
UBS AG | Steepener | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (73.1) [2]
UBS AG | Steepener | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (31.7) [2]
UBS AG | Steepener | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (395.5) [2]
UBS AG | Steepener | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 20.8 [2]
UBS AG | Flattener  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (394.1) [3]
Additional tier 1 (AT1) capital instruments 272.8 [3]
Total including AT1 capital instruments (121.2) [3]
UBS AG | Flattener | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 225.5 [3]
UBS AG | Flattener | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 29.9 [3]
UBS AG | Flattener | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 40.2 [3]
UBS AG | Flattener | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (630.5) [3]
UBS AG | Flattener | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (59.3) [3]
UBS AG | Short-term up  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (2,332.7) [4]
Additional tier 1 (AT1) capital instruments 573.6 [4]
Total including AT1 capital instruments (1,759.1) [4]
UBS AG | Short-term up | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (74.5) [4]
UBS AG | Short-term up | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (20.4) [4]
UBS AG | Short-term up | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 56.9 [4]
UBS AG | Short-term up | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (2,188.9) [4]
UBS AG | Short-term up | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (105.7) [4]
UBS AG | Short-term down  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 2,435.2 [5]
Additional tier 1 (AT1) capital instruments (599.0) [5]
Total including AT1 capital instruments 1,836.2 [5]
UBS AG | Short-term down | CHF  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 79.0 [5]
UBS AG | Short-term down | EUR  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (4.7) [5]
UBS AG | Short-term down | GBP  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement (47.5) [5]
UBS AG | Short-term down | USD  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement 2,397.9 [5]
UBS AG | Short-term down | Other  
Interest Rate Sensitivity Of Banking Book [Line Items]  
Total effect on economic value of equity as per Pillar 3 requirement $ 10.5 [5]
[1]
Rates across all tenors move by ±150 bps for Swiss franc, ±200 bps for euro and US dollar and ±250 bps for pound sterling
[2]
Short-term rates decrease and long-term rates increase.
[3]
Short-term rates increase and long-term rates decrease.
[4]
Short-term rates increase more than long-term rates.
[5]
Short-term rates decrease more than long-term rates.