The gain required and the UGB should be directly related to the PSRR required for your BGR.IF the supply voltage has high freq noise and noise amplitude is more , then you need UGB high.PSRR is the inverse function of the loop ghain curve.Also the high freq. PSRR can be achieved by adding capacitors to the circuits at appropriate places.The loop need not work for controlling / rejecting all the high freq. noise.... typically 40dB PSRR is good enough for BGR even for high noisy power supply DRAM's......... something like 100mV P-P noise on supply...... If you need the BGR for power supervisory chips, then you can gave high gain and low bandwidth.
Regards.