UBS: UBS : 31 December 2024 Pillar 3 Report - UBS Group and significant regulated subsidiaries and sub groupsLink to UBS Group and significant regulated subsidiaries and sub groups

Pillar 3 Report 31 December 2024 UBS Group and significant regulated subsidiaries and sub-groups 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 "UBS AG" and "UBS AG consolidated" UBS AG and its consolidated subsidiaries "Credit Suisse AG" Credit Suisse AG and its consolidated subsidiaries before the merger with UBS AG "Credit Suisse Group" Pre-acquisition Credit Suisse Group "Credit Suisse" Credit Suisse AG and its consolidated subsidiaries before the merger with UBS AG, 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 "UBS AG standalone" UBS 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 In this report, unless the context requires otherwise, references to any gender shall apply to all genders. Table of contents Contacts UBS Group 2 Section 1 Introduction and basis for preparation 12 Section 2 Key metrics 14 Section 3 Overview of risk-weighted assets 15 Section 4 Linkage between financial statements and regulatory exposures 18 Section 5 Credit risk 53 Section 6 Counterparty credit risk 61 Section 7 Comparison of A-IRB approach and standardized approach for credit risk 65 Section 8 Securitizations 73 Section 9 Market risk 82 Section 10 Operational risk Section 11 Interest rate risk in the banking book Section 12 Going and gone concern requirements and eligible capital Section 13 Total loss-absorbing capacity Section 14 Leverage ratio Section 15 Liquidity and funding 100 Section 16 Remuneration 100 Section 17 Requirements for global systemically important banks and related indicators Significant regulated subsidiaries and sub-groups 101 Section 1 Introduction 102 Section 2 UBS AG consolidated 106 Section 3 UBS AG standalone 110 Section 4 UBS Switzerland AG standalone 119 Section 5 UBS Europe SE consolidated 120 Section 6 UBS Americas Holding LLC consolidated 123 Section 7 Credit Suisse International standalone Appendix Abbreviations frequently used in our financial reports Cautionary statement 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 SAR +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 SAR +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 PO 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 PO 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 PO Box 43006 Providence, 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 2025. The key symbol and UBS are among the registered and unregistered trademarks of UBS. All rights reserved. UBS Group Introduction and basis for preparation Scope of Basel III Pillar 3 disclosures The Basel Committee on Banking Supervision (the BCBS) Basel III capital adequacy framework consists of three complementary pillars. Pillar 1 provides a framework for measuring minimum capital requirements for the credit, market, operational and non-counterparty-related risks faced by banks. Pillar 2 addresses the principles of the supervisory review process, emphasizing the need for a qualitative approach to supervising banks. Pillar 3 requires banks to publish a range of disclosures, mainly covering risk, capital, leverage, liquidity and remuneration. This report provides Pillar 3 disclosures for the UBS Group, including the acquired Credit Suisse Group, and prudential key figures and regulatory information for UBS AG consolidated and standalone, UBS Switzerland AG standalone, UBS Europe SE consolidated, and UBS Americas Holding LLC consolidated, as well as Credit Suisse International standalone in the respective sections under "Significant regulated subsidiaries and sub-groups". This Pillar 3 Report has been prepared in accordance with Swiss Financial Market Supervisory Authority (FINMA) Pillar 3 disclosure requirements (FINMA Circular 2016/1 "Disclosure - banks") as revised on 8 December 2021, the underlying BCBS guidance "Revised Pillar 3 disclosure requirements" issued in January 2015, the "Frequently asked questions on the revised Pillar 3 disclosure requirements" issued in August 2016, the "Pillar 3 disclosure requirements - consolidated and enhanced framework" issued in March 2017 and the subsequent "Technical Amendment - Pillar 3 disclosure requirements - regulatory treatment of accounting provisions" issued in August 2018. As UBS is considered a systemically relevant bank (an SRB) under Swiss banking law, UBS Group AG and UBS AG are required to comply with regulations based on the Basel III framework as applicable to Swiss SRBs on a consolidated basis. Local regulators may also require the publication of Pillar 3 information at a subsidiary or sub-group level. Where applicable, these local disclosures are provided under "Holding company and significant regulated subsidiaries and sub- groups" at ubs.com/investors . Integration of Credit Suisse Impact of the integration of Credit Suisse on Basel III Pillar 3 disclosures We completed the merger of UBS AG and Credit Suisse AG on 31 May 2024, the transition to a single US intermediate holding company on 7 June 2024, and the merger of UBS Switzerland AG and Credit Suisse (Schweiz) AG on 1 July 2024. These changes have been reflected in the significant regulated subsidiaries and sub-groups section of this report. Refer to "Introduction" in the "Significant regulated subsidiaries and sub-groups" section of this report for more information about the newly merged entities Refer to the "Integration of Credit Suisse" section and "Note 2 Accounting for the acquisition of the Credit Suisse Group" in the "Consolidated financial statements" section of the UBS Group Annual Report 2024, available under "Annual reporting" at ubs.com/investors , for more information about the integration of Credit Suisse Amortization of transitional purchase price allocation adjustments for regulatory purposes As part of the acquisition of the Credit Suisse Group in 2023, the assets acquired and liabilities assumed, including contingent liabilities, were recognized at fair value as of the acquisition date in accordance with IFRS 3, Business Combinations . The purchase price allocation (PPA) fair value adjustments required under IFRS 3 were recognized as part of negative goodwill and included effects on financial instruments measured at amortized cost, such as fair value impacts from interest rates and own credit, that are expected to accrete back to par through the income statement as the instruments are held to maturity. FINMA approved a transitional common equity tier 1 (CET1) capital treatment for certain of these fair value adjustments, given the substantially temporary nature of the IFRS-3-accounting-driven effects, which neutralized equity reductions under IFRS Accounting Standards of USD 5.9bn (before tax) and USD 5.0bn (net of tax) as of the acquisition date. The transitional treatment was subject to linear amortization through 30 June 2027. In the third quarter of 2024, we voluntarily accelerated the amortization of the remaining transitional CET1 capital PPA adjustments. The amortization of transitional CET1 capital PPA adjustments since the acquisition date totaled USD 5.0bn (net of tax) as of the end of 2024, an increase of USD 4.3bn (net of tax) in 2024. Significant regulatory developments, disclosure requirements and other changes Developments related to the implementation of the final Basel III standards In Switzerland, the amendments to the Capital Adequacy Ordinance (the CAO) that incorporate the final Basel III standards into Swiss law, including the five new ordinances that contain the implementing provisions for the revised CAO, entered into force on 1 January 2025. 31 December 2024 Pillar 3 Report | UBS Group | Introduction and basis for preparation 2 The adoption of the final Basel III standards led to a USD 1bn increase in the UBS Group's risk-weighted assets (RWA), resulting in a minimal impact on the CET1 capital ratio. The USD 1bn increase was primarily driven by a USD 7bn i