Skip to main content

Table 11 Conversion factor: Basel III Tier1 Look-through to Book Equity

From: Optimal equity capital requirements for large Swiss banks

Basel III Tier1 Look-through =0.73 * Book Equity

Period

CS

UBS

Combined

Book equity

Mio CHF

Basel III Tier1

Look-through Mio CHF

Book equity

Mio CHF

Basel III Tier1

Look-through Mio CHF

Conversion factor

Basel III Tier1/Book Equity

2013Q4–2015Q3

44′584

38′207

53′032

31′622

0.73

  1. Sources: Book Equity: Quarterly observations gathered via Bloomberg. Basel III Tier1 Look-through respectively CET1 Fully-applied: Quarterly Financial Reports of CS and UBS