Table 10 Conversion factor: Basel III Tier1 Look-through to Basel II Tier1
From: Optimal equity capital requirements for large Swiss banks
Basel III Tier1_Look-through = 0.77 * BIS Basel II Tier1 | |||||
|---|---|---|---|---|---|
Period | CS | UBS | Combined | ||
Basel II BIS Tier1 Mio CHF | Basel III Tier1 Look-through Mio CHF | Basel II BIS Tier1 Mio CHF | Basel III Tier1 Look-through Mio CHF | Conversion factor Basel III Tier1/Basel II Tier1 | |
2013Q4–2015Q3 | 46′864 | 38′207 | 42′115 | 31′622 | 0.77 |