MD&A - Risk management and control - Market Risk (Tables)	12 Months Ended
	Dec. 31, 2022
Entity [Table]
Disclosure of detailed information about management value-at-risk [text block]	Management value -at-risk (1-day, 95% confidence, 5 years of historical data) of our business divisions and Group Functions by general market risk type 1 For the year ended 31.12.22 USD m Equity Interest rates Credit spreads Foreign exchange Commodities Min. 2 8 4 2 2 Max. 17 18 9 11 7 Average 6 10 5 3 3 31.12.22 6 10 4 3 3 Total management VaR, Group 6 18 11 9 Average (per business division and risk type) Global Wealth Management 1 2 1 1 0 1 1 0 0 Personal & Corporate Banking 0 0 0 0 0 0 0 0 0 Asset Management 0 0 0 0 0 0 0 0 0 Investment Bank 6 17 10 8 6 9 5 3 3 Group Functions 3 5 4 5 1 4 3 1 0 Diversification effect 2,3 (5) (5) (1) (3) (4) (1) 0 For the year ended 31.12.21 USD m Equity Interest rates Credit spreads Foreign exchange Commodities Min. 1 7 5 1 2 Max. 35 13 11 9 5 Average 7 9 7 3 3 31.12.21 8 11 7 6 3 Total management VaR, Group 4 36 11 12 Average (per business division and risk type) Global Wealth Management 1 3 1 2 0 1 2 0 0 Personal & Corporate Banking 0 0 0 0 0 0 0 0 0 Asset Management 0 0 0 0 0 0 0 0 0 Investment Bank 3 36 11 11 7 9 7 3 3 Group Functions 4 8 5 4 0 4 4 1 0 Diversification effect 2,3 (6) (5) 0 (5) (5) (1) 0 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 Difference between the sum of the standalone VaR for the business divisions and Group Functions and the VaR for the Group as a whole. 3 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.
UBS AG
Entity [Table]
Disclosure of detailed information about management value-at-risk [text block]	Management value -at-risk (1-day, 95% confidence, 5 years of historical data) of our business divisions and Group Functions by general market risk type 1 For the year ended 31.12.22 USD m Equity Interest rates Credit spreads Foreign exchange Commodities Min. 2 8 4 2 2 Max. 17 18 9 11 7 Average 6 10 5 3 3 31.12.22 6 10 4 3 3 Total management VaR, Group 6 18 11 9 Average (per business division and risk type) Global Wealth Management 1 2 1 1 0 1 1 0 0 Personal & Corporate Banking 0 0 0 0 0 0 0 0 0 Asset Management 0 0 0 0 0 0 0 0 0 Investment Bank 6 17 10 8 6 9 5 3 3 Group Functions 3 5 4 5 1 4 3 1 0 Diversification effect 2,3 (5) (5) (1) (3) (4) (1) 0 For the year ended 31.12.21 USD m Equity Interest rates Credit spreads Foreign exchange Commodities Min. 1 7 5 1 2 Max. 35 13 11 9 5 Average 7 9 7 3 3 31.12.21 8 11 7 6 3 Total management VaR, Group 4 36 11 12 Average (per business division and risk type) Global Wealth Management 1 3 1 2 0 1 2 0 0 Personal & Corporate Banking 0 0 0 0 0 0 0 0 0 Asset Management 0 0 0 0 0 0 0 0 0 Investment Bank 3 36 11 11 7 9 7 3 3 Group Functions 4 8 5 4 0 4 4 1 0 Diversification effect 2,3 (6) (5) 0 (5) (5) (1) 0 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 Difference between the sum of the standalone VaR for the business divisions and Group Functions and the VaR for the Group as a whole. 3 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.