Leverage Ratio Exposure: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Expand. Source: BIS http://www.bis.org/publ/qtrpdf/r_qt1512f.htm) |
imported>Doug Williamson (Amend link.) |
||
Line 18: | Line 18: | ||
* [[Net stable funding ratio]] | * [[Net stable funding ratio]] | ||
* [[Leverage]] | * [[Leverage]] | ||
* [[Leverage | * [[Leverage Ratio ]] | ||
*[[LRT]] | *[[LRT]] | ||
* [[Standby letter of credit]] | * [[Standby letter of credit]] | ||
*[[Systemically Important Financial Institution]] | *[[Systemically Important Financial Institution]] |
Revision as of 13:11, 11 November 2016
Bank regulation.
(LRE).
The measure of assets and other risk exposures to be used in the calculation of a bank's regulatory leverage ratio.
The LRE includes:
- On-balance sheet assets such as loans;
- Derivative exposures;
- Exposures from securities financing transactions; and
- Off-balance sheet items such as standby letters of credit.