Grossmann, David - In: Credit and Capital Markets – Kredit und Kapital 50 (2017) 4, pp. 545-573
The development of the Basel III leverage ratio does not consider the different risk characteristics of bank business … models. All banks have to achieve the same requirements even if a high-risk business model is chosen. For that reason …, leverage ratios which are adjusted to the risk-profile of retail, wholesale, and trading banks are developed. Based on Value-at-Risk …