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Das Schweizer Eigenmittelregime für Grossbanken: Work in Progress

Author

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  • Kellermann, Kersten
  • Schlag, Carsten-Henning

Abstract

Der Beitrag beschreibt das Schweizer Eigenmittelregime für Grossbanken. Dieses orientiert sich am Regelwerk Basel II und wird im Rahmen der Reformierung des Basler Abkommens (Basel III) weitere Anpassungen erfahren. Die Schweiz befindet sich damit nach wie vor im Prozess der Neugestaltung der Finanz-marktregulierung. Anhand von Bilanzdaten der Schweizer Grossbank UBS werden die quantitativen Auswirkungen verschiedener Reformvorschläge, wie beispielsweise die Einführung des Tier 1a Kapital Common Equity, auf deren Eigenmittelbasis approximiert und anhand von Sensitivitätsanalysen kritisch bewertet.

Suggested Citation

  • Kellermann, Kersten & Schlag, Carsten-Henning, 2010. "Das Schweizer Eigenmittelregime für Grossbanken: Work in Progress," KOFL Working Papers 7, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
    • Handle: RePEc:zbw:koflwp:7
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    References listed on IDEAS

    as
    1. Kersten Kellermann & Carsten-Henning Schlag, 2010. "An effective alternative to the leverage ratio," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 63(16), pages 26-34, August.
    2. Kellermann, Kersten & Schlag, Carsten-Henning, 2010. "Eine effektive Alternative zur Leverage Ratio," KOFL Working Papers 8, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
    3. Blum, Jürg M., 2008. "Why 'Basel II' may need a leverage ratio restriction," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1699-1707, August.
    4. Kellermann, Kersten, 2010. "Too Big To Fail: Ein gordischer Knoten für die Finanzmarktaufsicht?," KOFL Working Papers 6, Konjunkturforschungsstelle Liechtenstein (KOFL), Vaduz.
    Full references (including those not matched with items on IDEAS)

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    More about this item

    Keywords

    Eigenmittelvorschriften; Mindestkapitalanforderungen; Basler Akkord; Finanzmarktaufsicht; Finanzmarktregulierung; Swiss Finish; Basel III; Grossbanken; Leverage Ratio; Schweiz;
    All these keywords.

    JEL classification:

    • G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • G01 - Financial Economics - - General - - - Financial Crises
    • H32 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - Firm

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