Banking book and Leverage Ratio Exposure: Difference between pages

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:

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-''Bank supervision - capital adequacy.''
+''Bank regulation''.
-For capital adequacy calculation purposes, a bank's banking book includes any instruments which are not in its trading book.
+(LRE).
+The measure of assets and other risk exposures to be used in the calculation of a bank's regulatory leverage ratio.
-Sometimes known as the 'Non-trading book'.
+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 ==
 * [[Basel III]]
-* [[Capital adequacy]]
+* [[Liquidity Coverage Ratio]]
-* [[Interest rate risk]]
+* [[Net stable funding ratio]]
-* [[Interest Rate Risk in the Banking Book]]  (IRRBB)
+* [[Leverage]]
-* [[Market risk]]
+* [[Leverage ratio ]]
-* [[MCRMR]]
+*[[LRT]]
-* [[Market Risk in the Banking Book]]  (MRBB)
+* [[Standby letter of credit]]
-* [[Trading book]]
+*[[Systemically Important Financial Institution]]
-[[Category:Accounting,_tax_and_regulation]]
-[[Category:The_business_context]]
-[[Category:Identify_and_assess_risks]]
-[[Category:Manage_risks]]
-[[Category:Risk_frameworks]]
-[[Category:Risk_reporting]]
-[[Category:Financial_products_and_markets]]