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Eine effektive Alternative zur Leverage Ratio

Ifo schnelldienst, 2010-08, Vol.63 (33/34), p.26

Copyright Institut für Wirtschaftsforschung (Ifo) Aug 27, 2010 ;ISSN: 0018-974X

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  • Title:
    Eine effektive Alternative zur Leverage Ratio
  • Author: Kellermann, Kersten ; Schlag, Carsten-Henning
  • Subjects: Economic crisis ; Financial leverage ; Financial ratios ; International banking ; Regulatory reform ; Securities markets
  • Is Part Of: Ifo schnelldienst, 2010-08, Vol.63 (33/34), p.26
  • Description: After the experience of the financial crisis, it is time to implement an instrument in banking supervision that protects the financial market supervisory system from potential mistakes in its application of risk-weighted capital requirements. To this end, the representatives of the G20 countries introduced a leverage ratio in September 2009. For the big Swiss banks, the Swiss financial market supervision authority implemented such a ratio already in November 2008. The leverage ratio is intended to guarantee a specific core capitalization of the banks independently of the results provided by risk measurement methods. By means of balance-sheet data of the big Swiss bank UBS, Kersten Kellermann and Carsten-Henning Schlag, Liechtenstein University, discuss the interaction of risk weighted capital requirements and the leverage ratio; as an alternative supervisory instrument they propose a base risk weighting. This base risk weighting could assume the function of a backstop by reducing the reduction of risk weighted assets by the banks and simultaneously allowing risk weighting to take effect. [PUB ABSTRACT]
  • Publisher: München: Institut für Wirtschaftsforschung (Ifo)
  • Language: German
  • Identifier: ISSN: 0018-974X
  • Source: Alma/SFX Local Collection
    ProQuest Central
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