Table 6 Base case: optimal TBTF leverage ratios for Swiss G-SIBs
From: Optimal equity capital requirements for large Swiss banks
Optimum and minimum required LR | Basel III Tier 1 (%) | Basel III CET1 (%) |
|---|---|---|
LR* (RP = 5%) | 6.07 | 4.43 |
LR* (RP = 10%) | 5.93 | 4.33 |
Minimum required LR | 5.00 | 3.50 |