Table 9 Conversion factor: Basel III CET1 Look-through to Book Equity
From: Optimal equity capital requirements for large Swiss banks
Basel III CET1_Look-through = 0.52 * Book Equity | |||||
|---|---|---|---|---|---|
Period | CS | UBS | Combined | ||
Book equity Mio CHF | Basel III CET1 Look-through Mio CHF | Book equity Mio CHF | Basel III CET1 Look-through Mio CHF | Conversion factor Basel III CET1/Book Equity | |
2011Q4–2013Q4 | 45′241 | 23′895 | 51′802 | 26′902 | 0.52 |