Creditworthiness and Leverage Ratio Exposure: Difference between pages

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imported>Doug Williamson
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imported>Doug Williamson
(Expand. Source: BIS http://www.bis.org/publ/qtrpdf/r_qt1512f.htm)
 
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A measure of the ability and the willingness of a business or of an individual to honour their financial obligations.
''Bank regulation''.


Sometimes written 'credit worthiness'.
(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.




== See also ==
== See also ==
* [[Credit]]
* [[Basel III]]
* [[Credit event]]
* [[Liquidity Coverage Ratio]]
* [[Credit score]]
* [[Net stable funding ratio]]
* [[FFO]]
* [[Leverage]]
* [[Leverage ratio ]]
*[[LRT]]
* [[Standby letter of credit]]
*[[Systemically Important Financial Institution]]

Revision as of 12:32, 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.


See also