Die Auswirkung einer Höchstverschuldungsquote auf den Bankenmarkt

Hans-Peter Burghof and Carola Müller

Die Unternehmung - Swiss Journal of Business Research and Practice, 2014, vol. 68, issue 2, 129-146

Abstract: We analyze from a theoretical perspective to what extend the implementation of an additional bank capital regulation in form of a leverage ratio can meet the expectations the Basel Committee for Bank Supervision puts in it. The model shows that an affected bank, which maximizes profits under an existing value-at-risk capital charge, is forced by the implementation to specialize and has a tendency to choose the same allocation of its risk portfolio as other affected banks. Contrary to the aims of the Basel Committee, the banking market would be more prone to crisis, because the diversity of business models decreases. en

Date: 2014
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DOI: 10.5771/0042-059X-2014-2-129

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Die Unternehmung - Swiss Journal of Business Research and Practice is currently edited by Prof. Dr. Artur Baldauf, Universität Bern, Prof. Dr. Manfred Bruhn, Universität Basel, Prof. Dr. Pascal Gantenbein, Universität Basel (geschäftsführend), Prof. Dr. Markus Gmür, Universität Fribourg, Prof. Dr. Klaus Möller, Universität St. Gallen, Prof. Dr. Günter Müller-Stewens, Universität St. Gallen, Prof. Dr. Dr. h.c. Margit Osterloh, Universität Zürich, Prof. Dr. Dieter Pfaff, Universität Zürich and Prof. Dr. Martin Wallmeier, Universität Fribourg

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