It is shown here that if (Y, · Y ) is a Banach space in which martingale differences are unconditional (a UMD Banach space) then there exists c = c(Y ) ∈ (0, ∞) with the following property. For every n ∈ N and ε ∈ (0, 1/2], if (X, · X ) is an n-dimensional normed space with unit ball B X and f : B X → Y is a 1-Lipschitz function then there exists an affine mapping Λ : X → Y and a sub-ball B * = y + ρB X ⊆ B X of radius ρ exp(−(1/ε) cn ) such that f (x) − Λ(x) Y ερ for all x ∈ B * . This estimate on the macroscopic scale of affine approximability of vector-valued Lipschitz functions is an asymptotic improvement (as n → ∞) over the best previously known bound even when X is R n equipped with the Euclidean norm and Y is a Hilbert space.