Table 12 Conversion factor: ratio LRD to Balance Sheet Assets
From: Optimal equity capital requirements for large Swiss banks
Basel III LRD Look-through = 1.08 * Balance Sheet Assets | |||||
|---|---|---|---|---|---|
Period | CS | UBS | |||
Balance Sheet Assets US GAAP in Mio CHF | Basel III LRD Look-through in Mio CHF | Balance Sheet Assets IFRS in Mio CHF | Basel III LRD Look-through in Mio CHF | Conversion factor LRD/Balance Sheet Assets | |
2014Q4–2015Q3 | 890′899 | 1′089’770 | 1′010’311 | 966′414 | 1.08 |