UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
_________________
FORM 6-K
REPORT OF FOREIGN PRIVATE
 
ISSUER
PURSUANT TO RULE 13a-16 OR 15d-16 UNDER
THE SECURITIES EXCHANGE ACT OF 1934
Date: August 23, 2024
UBS Group AG
(Registrant's
 
Name)
Bahnhofstrasse 45, 8001 Zurich, Switzerland
(Address of principal executive office)
Commission File Number: 1-36764
UBS AG
(Registrant's
 
Name)
Bahnhofstrasse 45, 8001 Zurich, Switzerland
Aeschenvorstadt 1, 4051 Basel, Switzerland
 
(Address of principal executive offices)
Commission File Number: 1-15060
 
Indicate by check mark whether the registrants file or will file annual
 
reports under cover of Form 20-F or Form
40-
F.
Form 20-F
 
 
Form 40-F
 
 
 
This Form 6-K consists
 
of supplementary sustainability and climate
 
risk disclosures for 2023
 
required under Swiss
law, which appear immediately following this page.
 
supplementalsustainabp3i0
 
 
Sustainability and climate
 
risk
disclosures
Supplementary 2023 disclosures
 
 
 
 
Contacts
Switchboards
For all general inquiries
 
ubs.com/contact
Zurich +41-44-234 1111
London +44-207-567
 
8000
New York +1-212-821 3000
Hong Kong +852-2971 8888
Singapore +65-6495 8000
Investor Relations
UBS’s Investor Relations team manages
relationships with institutional investors,
research analysts and credit rating agencies.
 
ubs.com/investors
Zurich +41-44-234 4100
New York +1-212-882 5734
Media Relations
UBS’s Media Relations team manages
relationships with global media and
journalists.
ubs.com/media
Zurich +41-44-234 8500
mediarelations@ubs.com
London +44-20-7567 4714
 
ubs-media-relations@ubs.com
New York +1-212-882 5858
 
mediarelations@ubs.com
Hong Kong +852-2971 8200
sh-mediarelations-ap@ubs.com
Office of the Group Company Secretary
The Group Company Secretary handles
 
inquiries directed to the Chairman or to
other members of the Board of Directors.
UBS Group AG, Office of the Group
Company Secretary
P.O.
 
Box, CH-8098 Zurich, Switzerland
sh-company-secretary@ubs.com
Zurich +41-44-235 6652
Shareholder Services
UBS’s Shareholder Services team, a unit
of the Group Company Secretary’s office,
manages relationships with shareholders
and the registration of UBS Group AG
registered shares.
 
UBS Group AG, Shareholder Services
P.O.
 
Box, CH-8098 Zurich, Switzerland
sh-shareholder-services@ubs.com
Zurich +41-44-235 6652
US Transfer Agent
For global registered share-related
inquiries in the US.
Computershare Trust Company NA
P.O.
 
Box 43006
Province, RI, 02940 – 3006, USA
Shareholder online inquiries:
www.computershare.com/us/
investor-inquiries
Shareholder website:
computershare.com/investor
Calls from the US
 
+1-866-305-9566
Calls from outside the US
+1-781-575-2623
TDD for hearing impaired
+1-800-231-5469
TDD for foreign shareholders
+1-201-680-6610
Imprint
Publisher: UBS Group AG, Zurich, Switzerland | ubs.com
Language: English
 
© UBS 2024. The key symbol and UBS are among
 
the registered and unregistered
trademarks of UBS. All rights reserved.
Introduction
Sustainability and climate risk
3
6
8
10
Appendix
12
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures
1
Terms used in this report, unless the context requires otherwise
“UBS,” “UBS Group,” “UBS Group
 
AG consolidated,” “Group,”
 
“the Group,” “we,” “us”
 
and “our”
UBS Group AG and its consolidated subsidiaries
1
“UBS AG” and “UBS
 
AG consolidated”
 
UBS AG and its consolidated subsidiaries
“Credit Suisse AG” and “Credit
 
Suisse AG consolidated”
Credit Suisse AG and its consolidated subsidiaries
2
“Credit Suisse Group“ and “Credit Suisse Group
 
AG consolidated”
Pre-acquisition Credit Suisse Group
”Credit Suisse”
 
Credit Suisse AG and its consolidated subsidiaries,
 
Credit Suisse
Services AG and other small former Credit Suisse Group
 
entities now
directly held by UBS Group AG
“UBS Group AG” and “UBS
 
Group AG standalone”
 
UBS Group AG on a standalone basis
“Credit Suisse Group AG” and
 
“Credit Suisse Group AG standalone”
Credit Suisse Group AG on a standalone basis
“UBS AG standalone”
 
UBS AG on a standalone basis
“Credit Suisse AG standalone”
Credit Suisse AG on a standalone basis
“UBS Switzerland AG” and “UBS
 
Switzerland AG standalone”
UBS Switzerland AG on a standalone basis
“UBS Europe SE consolidated”
 
UBS Europe SE and its consolidated subsidiaries
“UBS Americas Holding LLC” and
 
“UBS Americas Holding LLC consolidated”
UBS Americas Holding LLC and its consolidated subsidiaries
“1m”
One million, i.e., 1,000,000
“1bn”
One billion, i.e., 1,000,000,000
“1trn”
One trillion, i.e., 1,000,000,000,000
1 Based on
 
consolidated IFRS
 
numbers (inclusive
 
of purchase price
 
allocation adjustments
 
recorded in
 
UBS Group
 
AG as
 
a result
 
of the
 
acquisition of
 
Credit Suisse
 
Group AG
 
in compliance
 
with IFRS
 
3, Business
Combinations).
 
2 The financial information disclosed
 
for Credit Suisse AG and its consolidated
 
subsidiaries does not represent financial statements
 
under the respective GAAP / IFRS Accounting
 
Standards, but is an
extract of financial
 
information from
 
UBS Group AG,
 
including purchase price
 
allocation adjustments
 
recorded in UBS
 
Group AG
 
as a result
 
of the acquisition
 
of Credit Suisse
 
Group AG
 
in compliance
 
with IFRS 3,
Business Combinations.
In this report, unless the context requires otherwise,
 
references to any gender shall apply to all genders.
 
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures
 
| Sustainability and climate risk
2
Introduction
On the date
 
of the publication
 
of the UBS
 
Group Annual
 
Report 2023
 
(i.e., 28 March
 
2024), UBS
 
was in the
 
process
of implementing
 
a combined
 
and aligned
 
sustainability-and-climate-risk dataset across
 
UBS Group
 
and including
Credit
 
Suisse AG.
 
For
 
this
 
reason,
 
UBS
 
announced
 
that
 
it
 
would
 
publish
 
the
 
UBS
 
Group
 
and
 
Credit
 
Suisse AG
sustainability and climate risk metrics required pursuant to FINMA Circular 2016/1 “Disclosure – banks”, Annex 5,
as supplementary
 
information in
 
line with
 
the publication
 
timeline for
 
the semi-annual
 
Pillar 3 disclosures
 
in the
third quarter of 2024.
The following
 
disclosure is
 
fully aligned
 
with “Sustainability
 
and climate
 
risk” in
 
the “Risk
 
management and
 
control”
section of
 
the UBS Group
 
Annual Report 2023,
 
available under “Annual
 
reporting” at
ubs.com/investors
, except
that full UBS Group numbers are reflected and
 
2023 Credit Suisse AG numbers are separately
 
disclosed.
Sustainability and climate risk
Managing
 
sustainability
 
and
 
climate
 
risk
is
 
a
 
key
 
component
 
of
 
the
 
UBS
 
Group’s
 
corporate
 
responsibility.
 
UBS
defines sustainability and
 
climate risk
 
as the
 
risk that
 
UBS negatively
 
impacts, or
 
is impacted
 
by, climate
 
change,
natural capital,
 
human rights,
 
and other
 
environmental, social
 
and governance
 
(ESG) matters.
 
Sustainability and
climate risks may
 
manifest as
 
credit, market, liquidity,
 
business and non-financial
 
risks for UBS,
 
resulting in potential
adverse financial, liability and reputational impacts.
The Group-wide
 
sustainability and
 
climate risk
 
management framework
 
and related
 
policy standards
 
and guidelines
underpin UBS’s management practices and control
 
principles, enabling the firm to
 
identify and manage potential
adverse impacts on
 
the climate, the
 
environment and human
 
rights, as well
 
as the associated
 
risks affecting UBS
and its clients while supporting the transition toward
 
a net-zero future.
Over the last
 
few months,
 
UBS has continued
 
its data integration
 
effort to align
 
the Credit Suisse AG
 
dataset as per
the requirements
 
of the combined
 
sustainability and climate-risk
 
metric process. To
 
arrive at the climate
 
risk metrics
for Credit Suisse AG and the UBS Group, we have used the same Group approach that had already been used for
the UBS AG excluding Credit Suisse metrics.
This section presents
 
the current inventory
 
of quantitative sustainability
 
and climate
 
risk metrics, including
 
exposure
to carbon-related assets,
 
climate-sensitive sectors and
 
nature-related risks for
 
the UBS Group and
 
Credit Suisse AG.
UBS’s
 
overall
 
approach
 
to
 
managing
 
a
 
sustainability, climate
 
and
 
nature-related risk
 
and
 
policy
 
framework was
published in
 
the UBS
 
Group Annual Report
 
2023 and the
 
UBS Group
 
Sustainability Report 2023
 
and the
 
related
supplement thereto.
Refer to “Managing sustainability and climate risks” in the UBS Group Sustainability Report 2023, available under
“Annual Reporting” at
ubs.com/investors,
 
for more information
Refer to “Sustainability and climate risk policy framework” in the Supplement to the UBS Group Sustainability
Report 2023, available under “Annual reporting” at
ubs.com/investors
, for more information
 
 
 
 
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures
 
| Sustainability and climate risk
3
Transition risk
 
Climate-driven
 
transition
 
risks
 
arise
 
from
 
the
 
efforts
 
to
 
mitigate
 
the
 
effects
 
of
 
climate
 
change.
 
They
 
cover
 
the
financial impact on UBS clients or on UBS itself through the creditworthiness of our counterparties or the value of
collateral we
 
hold. The
 
financial impacts
 
from climate
 
transition risk
 
could materialize
 
through three
 
key risk
 
factors:
climate policies, affecting operating expenses
 
(e.g., carbon taxes), analyzed both
 
directly and indirectly;
low-carbon technologies and
 
their potential for
 
disruption, affecting capital expenditure
 
requirements and / or
market share due to low-cost competition;
 
and
shifts in
 
consumer or
 
investor sentiment,
 
affecting revenues
 
(shifts in
 
consumer demand)
 
or market-perceived
value.
The transition
 
risk heatmap
 
shows that,
 
at the
 
end of
 
2023, the
 
exposure of
 
the UBS
 
Group to
 
climate-sensitive
sectors and related activities has
 
increased, as expected, with the inclusion
 
of Credit Suisse AG exposure. As
 
of the
end of
 
2023, the
 
corporate lending
 
portfolio of
 
Credit Suisse AG
 
was of
 
similar size
 
and composition
 
compared
with UBS AG.
Climate-driven
 
transition-risk-sensitive
 
exposure
 
accounted
 
for
 
16.7%
 
of
 
the
 
total
 
customer
 
lending
 
exposure,
mainly driven by exposure
 
of Credit Suisse AG to the
 
commercial real estate, industrials
 
and transportation sectors.
The
 
increase in
 
commercial real
 
estate
 
exposure is
 
of similar
 
size
 
and
 
profile
 
to that
 
of
 
UBS AG, as
 
both
 
banks
operated in the same local market
 
prior to the acquisition. Comparatively, Credit Suisse AG had a
 
higher share of
exposure
 
in
 
the
 
industrials
 
and
 
transportation
 
sectors,
 
including
 
ship
 
and
 
aircraft
 
financing
 
contributing
 
to
transition-risk-sensitive exposure.
Refer to “Managing sustainability and climate risks” in the UBS Group Sustainability Report 2023, available under
“Annual reporting” at
ubs.com/investors
, for more information
 
supplementalsustainabp8i0
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures
 
| Sustainability and climate risk
4
 
supplementalsustainabp9i0
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures
 
| Sustainability and climate risk
5
 
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures
 
| Sustainability and climate risk
6
Physical risk
 
Climate-driven physical risks arise from acute hazards, which are
 
increasing in severity and frequency, and chronic
climate risks
 
arise from
 
an incrementally changing
 
climate. These effects
 
may include increased
 
temperature and
sea-level rise, and
 
the gradual changes
 
may affect productivity
 
and property values
 
and increase the
 
severity and
frequency of acute hazards.
Our
 
physical
 
risk
 
heatmap
 
methodology
 
groups
 
together
 
corporate
 
counterparties
 
based
 
on
 
exposure
 
to
 
key
physical risk factors (risk
 
segmentation), by rating sectoral,
 
sub-sectoral and geographical vulnerabilities
 
to climate-
driven acute physical
 
risks. These vulnerabilities
 
were identified using
 
a proprietary in-house
 
UBS model. The
 
Group
model,
 
developed
 
in
 
2023,
 
is
 
applied
 
to
 
Credit
 
Suisse AG
 
exposures.
In
 
its
 
current
 
state,
 
the
 
model
 
takes
 
a
conservative approach in its key assumptions, reflecting
 
limited incorporation of geographical and sectoral
 
sources
of physical risk.
The physical
 
risk heatmap
 
below shows
 
that, at
 
the end
 
of 2023,
 
the exposure
 
of the
 
UBS Group
 
to climate-sensitive
sectors
 
was
 
12.0%.
 
Like
 
climate-driven
 
transition
 
risk,
 
the
 
climate-driven
 
physical
 
risk
 
of
 
the
 
UBS
 
Group
 
has
increased in
 
absolute terms with
 
the integration
 
of Credit
 
Suisse AG. When
 
compared with
 
the climate-sensitive
physical risk exposure of UBS AG, Credit Suisse
 
AG’s climate-sensitive exposure includes a
 
lower contribution from
financial services
 
and intermediary
 
activities but
 
higher contributions
 
from the
 
industrials and
 
transportation sectors.
At Group level, most of
 
the climate-sensitive physical risk
 
exposure is located within countries
 
that have a relatively
high adaptive capacity
 
to manage physical
 
risk hazards,
 
which is an
 
important aspect
 
to consider when
 
interpreting
the 12.0% exposure to physical risk.
Until the
 
end of
 
2023, prior
 
to the
 
methodology alignment,
 
Credit Suisse AG
 
continued to
 
use a
 
flooding risk
 
metric
that measured its Switzerland-
 
and UK-based real estate
 
financing exposure subject to
 
a high-to-medium level of
fluvial flood
 
risk. For 2023,
 
in Switzerland, 10.7%
 
of real
 
estate exposure, the
 
same as for
 
2022, falls within
 
the
high-to-medium category. In the UK, all
 
properties continue to be categorized as
 
very low, the same
 
as for 2022.
In
 
2024,
 
we
 
have
 
aligned the
 
methodologies and
 
started
 
using
 
our
 
physical
 
risk
 
heatmap
 
model
 
for
 
all
 
of
 
the
Group’s exposure,
 
retiring the use of the flooding risk metric.
Refer to “Managing sustainability and climate risks” in the UBS Group Sustainability Report 2023, available under
“Annual reporting” at
ubs.com/investors
, for more information
 
supplementalsustainabp11i0
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures
 
| Sustainability and climate risk
7
 
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures
 
| Sustainability and climate risk
8
Nature-related risks
Nature-related
 
risks refer
 
to how
 
humans and
 
organizations
 
depend on
 
and impact
 
the natural
 
environment.
 
Natural
resources are
 
referred to
 
as natural capital
 
that, in
 
combination, provides
 
the ecosystem
 
services that
 
benefit people
and the planet. Below
 
is a description of
 
UBS’s understanding of
 
how its business model
 
may depend on
 
or impact
those services, resulting in financial and non-financial
 
risk for UBS.
In 2022, we
 
initially piloted a
 
quantification approach for nature-related
 
risks solely based
 
on dependency of our
clients
 
on
 
the
 
natural
 
environment,
 
using
 
the
 
ENCORE
 
methodology.
 
This
 
approach
 
enabled
 
us
 
to
 
assess
vulnerability to nature-sensitive economic activities by our
 
clients, which may drive financial
 
risks for UBS, such as
reduced creditworthiness
 
of our clients or
 
the value of
 
companies’ debt or
 
of equity posted
 
as collateral for
 
lending
activities.
In
 
2023,
 
we
 
expanded
 
the
 
definition
 
of
 
our
 
“nature-sensitive
 
metric”
 
to
 
now
 
include
 
both
 
dependencies
 
and
impacts
 
on
 
nature,
 
its
 
assets,
 
and
 
the
 
ecosystem
 
services
 
nature
 
provides
 
to
 
sustain
 
human
 
activities.
 
Our
methodology assigns ratings on the same
 
scale and granularity as
 
our climate-driven sector-level heatmaps. As in
the case
 
of the
 
climate-driven heatmap assumptions,
 
UBS takes
 
a conservative
 
approach in
 
assigning the
 
overall
nature-sensitive risk
 
rating to
 
each
 
of
 
the UBS
 
industry codes.
 
The
 
key
 
assumption
 
here is
 
driven
 
by
 
taking the
higher of the two values between the ENCORE-defined
 
impact and the dependency ratings.
The nature-related risk heatmap below shows that at the end of 2023,
 
the exposure of the UBS Group to nature-
sensitive sectors was 20.3%
 
of its total customer
 
lending exposure. Sensitive
 
sectors that either have
 
a high impact
or a
 
high dependency
 
on the
 
natural environment
 
are common
 
to both
 
UBS AG and
 
Credit Suisse,
 
with both
 
having
a
 
similar
 
nature-sensitive
 
exposure,
 
except
 
for
 
the
 
industrials
 
and
 
transportation
 
sectors,
 
where
 
Credit
 
Suisse’s
exposure is relatively higher. The approach chosen leads to reporting of higher nature-related risk exposure, in the
short term.
 
We continue
 
to focus
 
on further
 
developing the
 
nature-related risk
 
methodology to
 
align with
 
emerging
regulations
 
in
 
Switzerland
 
and
 
the
 
EU,
 
while
 
maintaining
 
the
 
conservatism
 
we
 
have
 
already
 
built
 
in
 
our
methodology.
Refer to “Managing sustainability and climate risks” in the UBS Group Sustainability Report 2023, available under
“Annual reporting” at
ubs.com/investors
, for more information
 
supplementalsustainabp13i0
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures
 
| Sustainability and climate risk
9
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures
 
| Sustainability and climate risk
10
Climate and nature-related risk metrics
 
In developing our
 
metrics, we consider
 
the inputs and
 
guidance provided by
 
standard-setting organizations,
 
as well
as new or enhanced regulatory requirements
 
for climate disclosures.
The table below includes climate and nature-related
 
risk metrics for the UBS Group, Credit Suisse
 
AG consolidated
and Credit Suisse (Schweiz) AG. Due to Credit
 
Suisse’s exposure integration and its methodology
 
alignment to the
Group, the trend analysis of the exposure
 
of the UBS Group is not included.
The
 
proportion
 
of
 
the
 
UBS
 
Group’s
 
total
 
customer
 
lending
 
exposure
 
accounted
 
for
 
by
 
carbon-related
 
assets
increased to 10.2%
 
in 2023. In
 
2023, the share
 
of climate-sensitive exposure
 
for the UBS
 
Group was 16.7%
 
for
transition risk, 12.0% for physical risk and
 
20.3% for nature-related risk, of the Group’s
 
total customer lending.
Risk management – climate- and nature-related metrics
For the year ended
31.12.23
Climate- and nature-related risk metrics (USD bn, except where indicated)
1
Carbon-related assets: UBS Group
1, 2, 3, 4
79.1
Carbon-related assets, proportion of total customer lending exposure, UBS Group gross
 
(%)
1, 2, 3, 4
10.2
Carbon-related assets: Credit Suisse AG consolidated
1, 2, 3, 4, 5
45.0
Carbon-related assets: Credit Suisse (Schweiz) AG
1, 2, 3, 4, 5
26.4
Exposure to climate-sensitive sectors, transition risk: UBS Group
1, 3, 4, 6
130.0
Climate-sensitive sectors, transition risk, proportion of total customer lending
 
exposure: UBS Group gross (%)
1, 3, 4, 6
16.7
Total exposure to climate-sensitive sectors, transition risk: Credit Suisse AG consolidated
1, 3, 4, 5, 6
71.9
Total exposure to climate-sensitive sectors, transition risk: Credit Suisse (Schweiz) AG
1, 3, 4, 5, 6
46.7
Exposure to climate-sensitive sectors, physical risk: UBS Group
1, 3, 4, 6
93.2
Climate-sensitive sectors, physical risk, proportion of total customer lending
 
exposure: UBS Group gross (%)
1, 3, 4, 6
12.0
Total exposure to climate-sensitive sectors, physical risk: Credit Suisse AG consolidated
1, 3, 4, 5, 6
47.0
Total exposure to climate-sensitive sectors, physical risk: Credit Suisse (Schweiz) AG
1, 3, 4, 5, 6
12.8
Exposure to nature-related risks: UBS Group
1, 3, 4, 6, 7
158.0
Climate-sensitive sectors, nature-related risks, proportion of total customer lending
 
exposure: UBS Group gross (%)
1, 3, 4, 6, 7
20.3
Total exposure to nature-related risks: Credit Suisse AG consolidated
1, 3, 4, 5, 6, 7
86.1
Total exposure to nature-related risks: Credit Suisse (Schweiz) AG
1, 3, 4, 5, 6, 7
56.5
Flooding risk exposure, real estate financing (Switzerland and UK):
 
Credit Suisse AG consolidated
8
16.4
Flooding risk exposure, proportion of total real estate financing:
 
Credit Suisse AG consolidated (%)
8, 9
10.7
Flooding risk exposure, Switzerland: Credit Suisse AG consolidated
8
16.4
Flooding risk exposure, UK: Credit Suisse AG consolidated
8
0.0
Flooding risk exposure, real estate financing (Switzerland and UK):
 
Credit Suisse (Schweiz) AG
8
16.2
Flooding risk exposure, proportion of total real estate financing:
 
Credit Suisse (Schweiz) AG (%)
8, 9
10.9
Flooding risk exposure, Switzerland: Credit Suisse (Schweiz) AG
8
16.2
Flooding risk exposure, UK: Credit Suisse (Schweiz) AG
8
0.0
1 Methodologies for assessing climate- and nature-related risks are emerging and may change over time. As the methodologies,
 
tools, and data availability improve, we will further
 
develop our risk identification and
measurement approaches. Lombard lending rating is assigned based on the average riskiness of loans.
 
2 Task Force on Climate-related Financial Disclosures (the TCFD), in its expanded definition published in 2021,
encourages banks
 
to use a
 
consistent definition
 
to support
 
comparability. UBS
 
defines carbon-related
 
assets through industry-identifying
 
attributes of
 
the firm’s
 
banking book. UBS
 
further includes
 
the four
 
non-
financial sectors
 
addressed by
 
the TCFD,
 
including, but
 
not limited
 
to, fossil
 
fuel extraction,
 
carbon-based power
 
generation, transportation
 
(air,
 
sea, rail,
 
and auto
 
manufacture), metals
 
production and
 
mining,
manufacturing industries, real estate development,
 
chemicals, petrochemicals, and pharmaceuticals,
 
building and construction materials and
 
activities, forestry, agriculture,
 
fishing, food and beverage production, as
well as including
 
trading companies
 
that may trade
 
any of the
 
above (e.g.,
 
oil trading
 
or agricultural
 
commodity trading
 
companies). This
 
metric is agnostic
 
of risk rating,
 
and therefore may
 
include exposures of
companies that may be already transitioning or adapting
 
their business models to climate risks, unlike
 
UBS climate-sensitive sectors methodology, which
 
takes a risk-based approach to defining
 
material exposure to
climate impacts.
 
3 Total customer lending exposure consists of total loans and advances to customers and guarantees, as well as irrevocable loan commitments (within the scope of expected
 
credit loss) and is based
on consolidated IFRS numbers (inclusive of purchase price allocation adjustments recorded in UBS
 
Group AG as a result of the acquisition of Credit Suisse Group AG in compliance
 
with IFRS 3, Business Combinations).
 
4 UBS continues to collaborate to resolve methodological
 
and data challenges, and seeks to
 
integrate both impacts to and dependency on
 
a changing natural and climatic environment, in
 
how it evaluates risks and
opportunities.
 
5 The financial information disclosed
 
does not represent financial statements under
 
the respective GAAP / IFRS Accounting
 
Standards, but is an extract
 
of financial information from UBS Group
 
AG,
including purchase price allocation adjustments recorded in UBS Group AG
 
as a result of the acquisition of Credit Suisse Group AG
 
in compliance with IFRS 3, Business Combinations
 
6 Climate- and nature-related
risks are scored between 0 and 1, based
 
on sustainability and climate risk transmission channels,
 
as outlined in the Supplement to the UBS
 
Group Sustainability Report 2023. Risk ratings represent
 
a range of scores
across five-rating
 
categories: low,
 
moderately low,
 
moderate, moderately
 
high, and
 
high. The
 
climate-
 
or nature-sensitive
 
exposure metrics
 
are determined
 
based upon
 
the top
 
three of
 
the five
 
rated categories:
moderate to high.
 
7 Nature-related risk metric is calculated based on 2023 methodology,
 
which is the result of ongoing collaboration between
 
UBS and UNEP-FI.
 
8 The metric measures Credit Suisse’s
 
exposure
to river and sea flood risk and
 
ignores pluvial flooding, which relates
 
to ground water and flash
 
floods. The metric
 
measured the flooding risk exposure in
 
high to medium category i.e.,
 
a chance of flooding at least
once in 100 years.
 
9 In the TCFD metrics section of the Credit Suisse Sustainability Report 2022, Switzerland flooding risk exposure infographics shows zero exposure in high category due to incorrect mapping.
 
The
issue is remediated and the split of flooding risk
 
exposure is restated to high (2%) and medium
 
(9%) category. Similar to that of 2022, 2023 analysis shows flooding
 
risk exposure across high (2%) and medium (8.7%)
category for Credit Suisse AG. For Credit Suisse (Schweiz) AG,
 
2023 analysis shows the flooding risk exposure is split across high (2%) and medium (8.9%) category.
The table below presents a view of UBS’s risk
 
profile within sectors and across climate-
 
and nature-related risks. It
shows
 
the
 
total
 
exposure
 
of
 
the
 
UBS
 
Group
 
in
 
each
 
sector,
 
followed
 
by
 
an
 
exposure-weighted risk
 
rating
 
and
climate-sensitive exposure. This
 
is presented for
 
all three
 
risk types. Exposures
 
may appear under
 
one or
 
more of
the risk
 
types and,
 
therefore, cannot
 
be added
 
together; this
 
is
 
because the
 
methodologies are
 
distinct in
 
their
approach and application.
Although sensitive exposure
 
has increased both in
 
absolute and relative
 
terms, overall, the UBS Group
 
continues to
have an average rating of moderate for transition
 
risk and moderately low for physical and nature-related
 
risk
.
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures
 
| Sustainability and climate risk
11
Risk exposures by sector for UBS Group
1,2,3,4
Transition risk
Physical risk
Nature-related risk
5
Sector / Subsector
2023
(USD bn)
Weighted average
transition risk
rating 2023
6
2023 transition
risk climate
sensitive exposure
(USD bn)
4
Weighted average
physical risk rating
2023
6
2023 physical risk
climate sensitive
exposure
(USD bn)
4
Weighted average
nature-related risk
rating 2023
6
2023 nature-
related risk climate
sensitive exposure
(USD bn)
4
Agriculture
Agriculture, fishing and forestry
1.27
Moderately Low
0.58
Moderate
0.81
Moderately High
1.11
Food and beverage
8.68
Moderately High
8.68
Moderate
5.70
Moderate
8.41
Financial services
Financial services
93.26
Moderately Low
0.00
Moderate
23.85
Low
0.47
Fossil fuels
Downstream refining, distribution
0.80
High
0.80
Moderate
0.32
Moderate
0.46
Integrated oil and gas
0.32
Moderately High
0.32
Moderately Low
0.00
High
0.32
Midstream transport, storage
0.24
Moderate
0.24
Moderate
0.22
Moderately Low
0.00
Trading fossil fuels
6.95
Moderately High
6.95
Moderate
0.87
Moderate
6.63
Upstream extraction
0.33
High
0.33
Moderate
0.21
High
0.33
Industrials
Cement or concrete manufacture
1.07
High
1.07
Moderate
0.13
High
1.07
Chemicals manufacture
5.76
High
5.76
Moderate
2.82
Moderately High
5.76
Electronics manufacture
6.27
Moderately Low
0.00
Moderate
2.41
Moderate
1.99
Goods and apparel manufacture
6.68
Moderately High
6.68
Moderate
3.92
Moderate
5.89
Machinery manufacturing
10.42
Moderately High
8.87
Moderate
1.48
Moderately High
10.34
Pharmaceuticals manufacture
4.21
Moderately High
4.21
Moderate
2.01
Moderate
2.65
Plastics and petrochemicals manufacture
2.41
Moderately High
2.41
Moderate
1.09
Moderate
1.43
Metals and mining
Mining conglomerates (incl. trading)
3.18
Moderately High
3.18
Moderate
0.13
Moderate
3.18
Mining and quarrying
1.79
Moderate
0.75
Moderate
1.03
High
1.57
Production of metals
1.43
Moderately High
1.43
Moderate
0.83
Moderately High
0.85
Services and technology
Services and Technology
40.57
Moderately Low
0.00
Moderate
23.41
Moderate
23.17
Sovereigns
Sovereigns
4.60
Moderately Low
0.09
Moderately Low
0.05
Low
0.00
Transportation
Air transport
3.98
Moderately High
3.98
Moderate
3.71
Moderately High
3.98
Automotive
1.88
Moderate
0.81
Moderate
1.64
Moderate
1.88
Rail freight
0.85
Low
0.00
Moderate
0.74
Moderate
0.61
Road freight
1.22
Moderately High
1.22
Moderate
0.69
Moderately High
1.22
Transit
1.00
Moderately Low
0.00
Moderate
0.84
Moderate
0.42
Transportation parts and equipment supply
1.83
Moderately High
1.83
Moderate
1.00
Moderate
1.83
Water transport
8.75
Moderately High
8.75
Moderate
5.34
Moderate
8.75
Utilities
Power generation
4.28
High
4.22
Moderate
3.16
Moderately High
4.28
Waste treatment
0.85
Moderately High
0.84
Moderate
0.20
Moderately Low
0.03
Real estate
Development and management
10.79
Moderately High
10.34
Moderately Low
1.52
Moderately High
10.79
Commercial real estate
98.01
Moderate
45.65
Moderately Low
3.05
Moderate
48.62
Residential real estate
267.18
Moderately Low
0.00
Low
0.00
Low
0.00
Private lending
Lombard
160.74
Moderately Low
0.00
Moderately Low
0.00
Low
0.00
Private lending, credit cards, other
7
7.18
Not classified
0.00
Not classified
0.00
Not classified
0.00
Not classified
7
8.91
Not classified
0.00
Not classified
0.00
Not classified
0.00
Total
777.68
Moderate
129.99
Moderately Low
93.19
Moderately Low
158.04
1 Methodologies for assessing climate- and nature-related risks are emerging and may change over time. As the methodologies,
 
tools, and data availability improve, we will further develop our risk
 
identification and
measurement approaches. Lombard lending rating is assigned based on the average riskiness
 
of loans.
 
2 Total customer lending exposure consists of total loans and advances to customers
 
and guarantees, as well
as irrevocable loan commitments (within the scope of expected credit loss) and is based on consolidated IFRS Accounting Standards numbers (inclusive of purchase price allocation adjustments recorded in UBS Group
AG as a result of the acquisition of Credit Suisse Group AG in compliance with IFRS 3, Business Combinations).
 
3 UBS continues to collaborate to resolve methodological and data challenges, and seeks to integrate
both impacts to and dependency on a changing natural and climatic environment, in how it evaluates risks and opportunities.
 
4 Climate- and nature-related risks are scored between 0 and 1, based on sustainability
and climate risk transmission channels, as outlined
 
in the Supplement to the UBS
 
Group Sustainability Report 2023. Risk ratings represent
 
a range of scores across five-rating categories:
 
low, moderately low, moderate,
moderately high, and high. The climate- or nature-sensitive exposure metrics are determined based upon the top three of the five rated categories: moderate
 
to high.
 
5 Nature-related risk metric is calculated based
on 2023 methodology , which is the result of ongoing collaboration between UBS and UNEP-FI.
 
6 Displayed ratings represent exposure-weighted averages for a given sector scope.
 
7 Not classified represents the
portion of UBS's business activities where methodologies and data are not yet able to provide a rating, e.g.
 
private individuals, due to pending CS data integration work.
 
 
 
Sustainability and climate risk disclosures
 
– Supplementary 2023 disclosures |
Appendix
 
12
Appendix
Cautionary statement
 
regarding forward-looking statements
 
|
 
This report contains
 
statements that
 
constitute “forward-looking
 
statements,” including
 
but
not limited to management’s
 
outlook for UBS’s financial performance,
 
statements relating to the
 
anticipated effect of transactions
 
and strategic initiatives on
UBS’s
 
business and
 
future
 
development and
 
goals
 
or
 
intentions to
 
achieve climate,
 
sustainability and
 
other social
 
objectives.
 
While
 
these
 
forward-looking
statements represent
 
UBS’s judgments,
 
expectations and
 
objectives concerning the
 
matters described,
 
a number
 
of risks,
 
uncertainties and
 
other important
factors could cause actual developments and results to differ materially from UBS’s expectations. In particular,
 
terrorist activity and conflicts
 
in the Middle East,
as well as the continuing Russia–Ukraine
 
war, may have significant impacts on global markets,
 
exacerbate global inflationary pressures, and slow
 
global growth.
In addition,
 
the ongoing
 
conflicts may
 
continue to
 
cause significant
 
population displacement,
 
and lead
 
to shortages
 
of vital
 
commodities, including
 
energy
shortages and food insecurity outside the areas immediately involved in armed conflict. Governmental responses to the armed conflicts, including, with
 
respect
to the Russia–Ukraine war, coordinated successive
 
sets of sanctions on
 
Russia and Belarus,
 
and Russian and Belarusian
 
entities and nationals, and
 
the uncertainty
as to whether
 
the ongoing conflicts will
 
widen and intensify,
 
may continue to
 
have significant adverse effects
 
on the market and
 
macroeconomic conditions,
including
 
in
 
ways
 
that cannot
 
be anticipated.
 
UBS’s acquisition
 
of
 
the Credit
 
Suisse Group
 
has materially
 
changed its
 
outlook and
 
strategic direction
 
and
introduced new operational challenges. The integration
 
of the Credit Suisse entities into the UBS structure is expected
 
to take between three and five years and
presents significant
 
risks, including
 
the risks that
 
UBS Group AG
 
may be unable
 
to achieve
 
the cost reductions
 
and other benefits
 
contemplated by
 
the transaction.
This creates significantly greater uncertainty about
 
forward-looking statements. Other factors
 
that may affect UBS’s performance
 
and ability to achieve its plans,
outlook and other objectives also
 
include, but are not limited to: (i)
 
the degree to which UBS is successful
 
in the execution of its
 
strategic plans, including its cost
reduction and efficiency initiatives
 
and its ability to
 
manage its levels of
 
risk-weighted assets (RWA) and
 
leverage ratio denominator
 
(LRD), liquidity coverage ratio
and other financial resources,
 
including changes in RWA assets
 
and liabilities arising from higher
 
market volatility and the size
 
of the combined Group; (ii) the
degree to which UBS is successful in implementing changes to its businesses to meet changing market, regulatory
 
and other conditions, including as a result of
the acquisition of the Credit Suisse
 
Group; (iii) increased inflation and interest rate
 
volatility in major markets; (iv) developments in the macroeconomic climate
and in the markets in
 
which UBS operates or
 
to which it is
 
exposed, including movements
 
in securities prices or liquidity, credit spreads, currency
 
exchange rates,
deterioration or slow recovery
 
in residential and
 
commercial real estate markets,
 
the effects of
 
economic conditions, including elevated inflationary
 
pressures,
market developments, increasing geopolitical tensions, and changes to national trade policies on the financial position or creditworthiness of
 
UBS’s clients and
counterparties, as well as on client sentiment and levels of activity; (v) changes in the availability of capital and funding, including
 
any adverse changes in UBS’s
credit spreads and credit ratings of UBS, Credit Suisse, sovereign issuers, structured credit products or
 
credit-related exposures, as well as availability and cost of
funding to
 
meet requirements
 
for debt
 
eligible for
 
total loss-absorbing
 
capacity (TLAC),
 
in particular
 
in light
 
of the
 
acquisition of
 
the Credit
 
Suisse Group;
(vi) changes in central
 
bank policies or
 
the implementation
 
of financial legislation
 
and regulation in
 
Switzerland, the
 
US, the UK,
 
the EU and
 
other financial
 
centers
that have imposed, or resulted
 
in, or may do so
 
in the future, more stringent
 
or entity-specific capital,
 
TLAC, leverage ratio, net
 
stable funding ratio, liquidity
 
and
funding
 
requirements,
 
heightened
 
operational
 
resilience
 
requirements,
 
incremental
 
tax
 
requirements,
 
additional
 
levies,
 
limitations
 
on
 
permitted
 
activities,
constraints on remuneration, constraints
 
on transfers of capital
 
and liquidity and sharing of
 
operational costs across the
 
Group or other measures, and the
 
effect
these will
 
or would
 
have on
 
UBS’s business
 
activities; (vii) UBS’s
 
ability to
 
successfully implement
 
resolvability and
 
related regulatory requirements
 
and the
 
potential
need to make further changes to the
 
legal structure or booking model of
 
UBS in response to legal and regulatory requirements
 
and any additional requirements
due to its acquisition of the Credit Suisse Group, or other developments; (viii) UBS’s ability to maintain and improve its systems and controls for complying
 
with
sanctions in a timely
 
manner and for the detection
 
and prevention of money
 
laundering to meet evolving
 
regulatory requirements and expectations,
 
in particular
in current geopolitical turmoil;
 
(ix) the uncertainty arising from domestic
 
stresses in certain major economies;
 
(x) changes in UBS’s competitive
 
position, including
whether differences in regulatory capital and other requirements among the major financial centers adversely affect UBS’s ability to
 
compete in certain lines of
business; (xi) changes in the standards of conduct applicable to
 
its businesses that may result from new
 
regulations or new enforcement of existing standards,
including measures to impose new and enhanced duties when interacting with customers and in the execution and handling of customer transactions; (xii) the
liability to which UBS may be exposed, or possible
 
constraints or sanctions that regulatory authorities
 
might impose on UBS, due to litigation, contractual
 
claims
and regulatory
 
investigations, including the
 
potential for
 
disqualification from
 
certain businesses, potentially
 
large fines
 
or monetary
 
penalties, or
 
the loss
 
of
licenses or privileges as
 
a result of
 
regulatory or other governmental sanctions, as
 
well as the effect
 
that litigation, regulatory and similar
 
matters have on the
operational risk component of its RWA, including as a result of its
 
acquisition of the Credit Suisse Group, as well as the amount
 
of capital available for return to
shareholders; (xiii) the
 
effects on UBS’s
 
business, in particular
 
cross-border banking, of
 
sanctions, tax or
 
regulatory developments
 
and of possible
 
changes in UBS’s
policies and practices; (xiv) UBS’s ability to retain and attract the employees necessary to generate revenues and to manage, support and control its businesses,
which may
 
be affected
 
by
 
competitive factors;
 
(xv) changes in
 
accounting or
 
tax standards
 
or
 
policies, and
 
determinations or
 
interpretations affecting
 
the
recognition of gain or loss, the valuation
 
of goodwill, the recognition of deferred tax
 
assets and other matters; (xvi)
 
UBS’s ability to implement new technologies
and business methods,
 
including digital services
 
and technologies, and
 
ability to successfully
 
compete with both
 
existing and
 
new financial service
 
providers,
some of
 
which may not
 
be regulated to
 
the same extent;
 
(xvii) limitations on the
 
effectiveness of UBS’s
 
internal processes for
 
risk management, risk
 
control,
measurement and modeling, and
 
of financial models generally; (xviii) the
 
occurrence of operational failures,
 
such as fraud, misconduct, unauthorized
 
trading,
financial crime, cyberattacks, data leakage and systems failures, the risk of which is increased with cyberattack threats from both nation states and non-nation-
state actors targeting
 
financial institutions; (xix) restrictions on
 
the ability of
 
UBS Group AG
 
and UBS AG
 
to make payments
 
or distributions, including due
 
to
restrictions on the
 
ability of its
 
subsidiaries to make
 
loans or distributions,
 
directly or indirectly, or, in the case
 
of financial difficulties,
 
due to the
 
exercise by FINMA
or
 
the
 
regulators
 
of
 
UBS’s
 
operations
 
in
 
other
 
countries
 
of
 
their
 
broad
 
statutory
 
powers
 
in
 
relation
 
to
 
protective
 
measures,
 
restructuring
 
and
 
liquidation
proceedings; (xx) the degree to which
 
changes in regulation, capital or
 
legal structure, financial results or
 
other factors may affect UBS’s ability
 
to maintain its
stated capital return objective;
 
(xxi) uncertainty over the scope
 
of actions that may
 
be required by UBS, governments
 
and others for UBS to
 
achieve goals relating
to climate, environmental and social matters, as well as the evolving
 
nature of underlying science and industry and the possibility of conflict
 
between different
governmental standards and regulatory regimes; (xxii) the ability of UBS to
 
access capital markets; (xxiii) the ability of UBS to successfully
 
recover from a disaster
or other
 
business continuity
 
problem due
 
to a
 
hurricane, flood,
 
earthquake, terrorist
 
attack, war,
 
conflict (e.g.,
 
the Russia–Ukraine
 
war), pandemic,
 
security
breach, cyberattack, power
 
loss, telecommunications failure or
 
other natural or
 
man-made event, including
 
the ability to
 
function remotely during
 
long-term
disruptions such as the COVID-19 (coronavirus) pandemic; (xxiv) the level
 
of success in the absorption of Credit Suisse, in the integration of the two groups
 
and
their businesses, and in the execution of the planned strategy regarding cost reduction and divestment of any non-core assets, the existing assets and liabilities
of Credit Suisse, the level
 
of resulting impairments and write-downs, the effect of
 
the consummation of the integration on the operational results,
 
share price
and credit
 
rating of UBS
 
– delays,
 
difficulties, or
 
failure in
 
closing the transaction
 
may cause market
 
disruption and challenges
 
for UBS
 
to maintain
 
business,
contractual and operational relationships;
 
and (xxv) the effect that these or other
 
factors or unanticipated events,
 
including media reports and speculations,
 
may
have on
 
its reputation
 
and the
 
additional consequences
 
that this
 
may have
 
on its
 
business and
 
performance. The
 
sequence in
 
which the
 
factors above
 
are
presented is not indicative of their
 
likelihood of occurrence or the potential magnitude of their
 
consequences. UBS’s business
 
and financial performance could
be affected by other factors identified in its past
 
and future filings and reports, including those filed
 
with the US Securities and Exchange
 
Commission (the SEC).
More detailed information about those factors is set forth in documents furnished by UBS and filings made by UBS with
 
the SEC, including the UBS Group AG
and UBS AG Annual Reports
 
on Form 20- F for the year
 
ended 31 December 2023. UBS
 
is not under any obligation
 
to (and expressly disclaims any
 
obligation to)
update or alter its forward-looking statements, whether
 
as a result of new information, future events, or otherwise.
Rounding |
 
Numbers presented throughout this report may not add up
 
precisely to the totals provided in the tables and text.
 
Percentages and percent changes
disclosed in text and tables are
 
calculated on the basis of unrounded
 
figures. Absolute changes between reporting periods disclosed in
 
the text, which can be
derived from numbers presented in related tables, are calculated on
 
a rounded basis.
Tables |
 
Within tables, blank fields generally indicate non-applicability or that presentation of any content would not be meaningful, or that information is not
available as of the relevant date or for the relevant period. Zero values generally indicate that the respective figure is zero on an actual or rounded basis.
 
Values
that are zero on a rounded basis can be either negative
 
or positive on an actual basis.
Websites |
 
In this report, any
 
website addresses are provided
 
solely for information
 
and are not intended
 
to be active links.
 
UBS is not incorporating
 
the contents
of any such websites into this report.
supplementalsustainabp17i0
UBS Group AG
P.O. Box
CH-8098 Zurich
ubs.com
 
 
 
 
SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934, the
 
registrants have duly caused this
report to be signed on their behalf by the undersigned, thereunto duly authorized.
UBS Group AG
By:
 
/s/
 
David Kelly
 
___
Name:
 
David Kelly
Title:
 
Managing Director
By:
 
/s/ Ella Campi
 
_
Name:
 
Ella Campi
Title:
 
Executive Director
UBS AG
By:
 
/s/
 
David Kelly
 
_
Name:
 
David Kelly
Title:
 
Managing Director
By:
 
/s/ Ella Campi
 
_
Name:
 
Ella Campi
Title:
 
Executive Director
Date:
 
August 23, 2024

UBS AG FI Enhanced Large... (AMEX:FBGX)
Gráfico Histórico do Ativo
De Dez 2024 até Jan 2025 Click aqui para mais gráficos UBS AG FI Enhanced Large....
UBS AG FI Enhanced Large... (AMEX:FBGX)
Gráfico Histórico do Ativo
De Jan 2024 até Jan 2025 Click aqui para mais gráficos UBS AG FI Enhanced Large....