UBS Shareholder Engagement Presentation Deck

Capital and leverage ratios Total loss-absorbing capacity (TLAC) Going concern capital UBS CET1 capital 105bn 58bn 45bn 47bn 13bn Gone concern loss-absorbing capacity 4Q22 AT1 45bn CET1 33.0% 18.2% 14.2% CET1 capital ratio guidance: ~13% 14.7% 4.0% 14.2% 4Q22 RWA 320bn 25bn buffer 12bn 12bn CET1: 10.3% Going concern: 14.6% TLAC: 25.0% Requirements¹ 10.24% 5.67% 4.42% CET1 leverage ratio guidance: >3.7% 4.57% 1.25% 4.42% 4Q22 LRD 1,028bn 9bn 15bn buffer 7bn CET1: 3.50% Going concern: 5.00% TLAC: 8.75% Requirements Balances as of quarter-end; Refer to the "Capital management" and "Recent developments" sections of the 4Q22 report for more information; 1 On 13.12.22, the UK countercyclical capital buffer (CCyB) was set at a level of 1.00% on risk-weighted positions that are related to private sector exposures. This increased our minimum CET1 capital requirement by 5 basis points in the fourth quarter of 2022. 15

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