Swiss Bank Capital Rule & Buffer Stress Simulator

Too-Big-To-Fail (TBTF) Reform Engine • Post-Credit Suisse Consolidation (UBS Group AG)
Regulatory Capital Compliance Gauges Target Bank: UBS Group AG (1,600 BN CHF Total Assets)
Post-Reform CET1 Ratio
12.3%
Base: 15.0% | Target: 14.0%
Status
Swiss Leverage Ratio
6.0%
Capital: 96.0 BN | Floor: 5.0%
Status
Capital Shortfall / Surplus
8.84 BN CHF
Below Proposed Minimum Buffer
Breach
Dynamic Capital Absorption Waterfall & Loss Propagation
Common Equity Tier 1 (CET1)
Additional Tier 1 (AT1)
Tier 2 Capital
TLAC / Bail-in Debt
Foreign Sub Deduction / Loss Erosion
Consolidated Swiss Regulatory Capital Summary
Capital Buffer Layer Pre-Stress (BN CHF) Deductions / Losses (BN CHF) Post-Reform Available (BN CHF) Regulatory Compliance Status
CET1 Capital (Equity) 78.00 -14.00 64.00 Shortfall 8.84 BN
AT1 Capital (CoCos/Bonds) 18.00 0.00 18.00 Intact
Tier 2 Capital 12.00 0.00 12.00 Intact
TLAC / Bail-in Senior Debt 110.00 0.00 110.00 Protected
Swiss Bank Capital Rule & Buffer Stress Simulator Proof: Post-Reform CET1: 12.3% | Swiss Leverage: 6.0% | Capital Shortfall: 8.84 BN CHF
BELOW PROPOSED MINIMUM BUFFER
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