Close out and Leverage Ratio Exposure: Difference between pages
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imported>Doug Williamson (Expand. Source: BIS http://www.bis.org/publ/qtrpdf/r_qt1512f.htm) |
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''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 == | == See also == | ||
* [[ | * [[Basel III]] | ||
* [[Liquidity Coverage Ratio]] | |||
[[ | * [[Net stable funding ratio]] | ||
[[ | * [[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.
