The Group enters into collateralized reverse repurchase and repurchase agreements and securities borrowing and securities lending transactions that may result in credit exposure in the event that the counterparty to the transaction is unable to fulfill its contractual obligations. The Group controls credit risk associated with these activities by monitoring counterparty credit exposure and collateral values on a daily basis and requiring additional collateral to be deposited with or returned to the Group when deemed necessary.
Balance sheet assets | ||||
Cash collateral on securities borrowed | Reverse repurchase agreements | Cash collateral on securities borrowed | Reverse repurchase agreements | |
CHF million | 31.12.05 | 31.12.05 | 31.12.04 | 31.12.04 |
By counterparty | ||||
Banks | 236,286 | 259,608 | 167,567 | 243,890 |
Customers | 64,045 | 144,824 | 52,675 | 113,274 |
Total | 300,331 | 404,432 | 220,242 | 357,164 |
Balance sheet liabilities | ||||
Cash collateral on securities lent | Repurchase agreements | Cash collateral on securities lent | Repurchase agreements | |
CHF million | 31.12.05 | 31.12.05 | 31.12.04 | 31.12.04 |
By counterparty | ||||
Banks | 46,766 | 278,287 | 40,580 | 252,151 |
Customers | 30,501 | 200,221 | 20,965 | 170,436 |
Total | 77,267 | 478,508 | 61,545 | 422,587 |
Create your own report by searching and selecting articles of our Annual Reporting products.
Important legal information - please read the disclaimer before proceeding.
Products and services in these webpages may not be available for residents of certain nations. Please consult the sales restrictions relating to the service in question for further information.
© UBS 1998-2008. All rights reserved.
Privacy Policy