{ "docId": "019dd923-5e88-73ef-bd57-fcc3cf532e42", "docSlug": "72c67d77b7b29fa0", "documentTitle": "ubs best of switzerland conference presentation", "authorId": "UBS", "authorName": "UBS", "documentKindSlug": "consulting-deck", "documentKindLabel": "Consulting deck", "sourceTypeSlug": "equity_research", "sourceTypeLabel": "Equity research", "presentationDate": null, "orientation": "portrait", "aspectRatio": 0.707, "pageNumber": 134, "pageCount": 446, "prevPage": 133, "nextPage": 135, "slideType": "appendix_disclosure", "function": "summarize", "density": "overcrowded", "nDataPoints": 0, "notes": "This appears to be a page from a formal annual report or regulatory disclosure document.", "elementsJson": [ "paragraph", "bullet_list" ], "metadataConfidence": 0.9, "imagePath": null, "slideHref": "/slides/019dd923-5e88-73ef-bd57-fcc3cf532e42/134", "deckHref": "/decks/019dd923-5e88-73ef-bd57-fcc3cf532e42", "deckJsonHref": "/decks/019dd923-5e88-73ef-bd57-fcc3cf532e42.json", "deckAnchorHref": "/decks/019dd923-5e88-73ef-bd57-fcc3cf532e42#slide-134", "components": [ { "bbox": { "h": 0.12, "w": 0.42, "x": 0.51, "y": 0.38 }, "kind": "list", "text": "Refer to \"Capital management objectives, planning and activities\" in the \"Capital, liquidity and funding, and balance sheet\" section of this report for more information about the development of RWA\nRefer to \"Risk measurement\" in this section for more information about our approach to model confirmation procedures\nRefer to the \"Regulatory and legal developments\" and \"Risk factors\" sections of this report for more information", "attrs": null, "subkind": "bullet", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "afdae96b-f7bd-4149-8b61-9b82ae926c90", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.06, "w": 0.42, "x": 0.07, "y": 0.73 }, "kind": "list", "text": "Refer to \"Risk-weighted assets\" in the \"Capital, liquidity and funding, and balance sheet\" section of this report for more information about the effect of the changes to models and model parameters on credit risk RWA", "attrs": null, "subkind": "bullet", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "c00e68a5-5b45-4be4-90c1-2e181a21aefe", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.15, "w": 0.42, "x": 0.51, "y": 0.66 }, "kind": "paragraph", "text": "Audited | In line with the regulatory definition, we report a claim as non-performing when: (i) it is more than 90 days past due; (ii) it is subject to restructuring proceedings...", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "3e7699d9-3132-45a1-87bc-ed32ef022f46", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.45, "w": 0.42, "x": 0.07, "y": 0.27 }, "kind": "paragraph", "text": "As part of our continuous efforts to enhance models to reflect market developments and newly available data, we updated several models in 2021...", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "5318585e-318a-44cc-8b18-c8482ab7f47d", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.12, "w": 0.42, "x": 0.07, "y": 0.09 }, "kind": "paragraph", "text": "CCFs, used for the calculation of EAD for undrawn facilities with corporate counterparties, are dependent on several credit facility contractual dimensions...", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "53fe75e0-5786-45e4-93f2-6444b36b2d31", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.25, "w": 0.42, "x": 0.51, "y": 0.12 }, "kind": "paragraph", "text": "In December 2017, the Basel Committee on Banking Supervision (the BCBS) announced the finalization of the Basel III framework...", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "d8158068-eae9-4013-8707-3093560ad233", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.06, "w": 0.42, "x": 0.51, "y": 0.55 }, "kind": "paragraph", "text": "The \"Exposure categorization\" chart on the next page shows how we categorize banking products and securities financing transactions as non-performing, defaulted / credit-impaired and purchased or originated credit-impaired.", "attrs": null, "subkind": "paragraph", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "e638988f-7d71-4e72-ab82-7b586410b23a", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.02, "w": 0.6, "x": 0.07, "y": 0.03 }, "kind": "title", "text": "Risk, capital, liquidity and funding, and balance sheet | Risk management and control", "attrs": null, "subkind": "headline", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "b8b41ad9-5267-4d44-9d17-71df3409c9d7", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.02, "w": 0.42, "x": 0.51, "y": 0.63 }, "kind": "title", "text": "Non-performing", "attrs": null, "subkind": "subtitle", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "59c314ee-3731-42e7-8f60-2dce5659d698", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.02, "w": 0.42, "x": 0.51, "y": 0.09 }, "kind": "title", "text": "Future credit risk-related regulatory capital developments", "attrs": null, "subkind": "subtitle", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "7e64d872-43fc-4ecd-b0f5-80a364f203d5", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.02, "w": 0.42, "x": 0.07, "y": 0.24 }, "kind": "title", "text": "Changes to models and model parameters during the period", "attrs": null, "subkind": "subtitle", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "bde95662-1a1e-4d1f-9f6b-0ce503168568", "frameworkName": null, "frameworkSlug": null }, { "bbox": { "h": 0.02, "w": 0.42, "x": 0.51, "y": 0.52 }, "kind": "title", "text": "Credit policies for distressed assets", "attrs": null, "subkind": "subtitle", "toolName": null, "toolSlug": null, "confidence": null, "componentId": "c5f4c147-1adb-4154-93d7-3c0d52414205", "frameworkName": null, "frameworkSlug": null } ], "metrics": [], "tools": [], "frameworks": [], "arcBeats": [ { "to": 446, "from": 81, "beatId": "0b1398a4-916e-492f-856a-8d8a0f442792", "arcName": "Monroe's Motivated Sequence", "arcSlug": "monroes-sequence", "beatName": "Action", "beatSlug": "monroes-sequence-action", "evidence": "The document concludes with detailed financial and operating performance data, and risk management information.", "position": 3, "confidence": 0.8, "parentBeatName": "Resolution", "parentBeatSlug": "resolution" } ], "loops": [], "imagePathAlt": null, "thumbSrc": null, "thumbSrcAlt": null, "locked": true }