Leverage Ratio Exposure: Difference between revisions

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imported>Doug Williamson
(Create the page. Source: http://www.bis.org/bcbs/publ/d365.pdf)
 
imported>Doug Williamson
(Expand. Source: BIS http://www.bis.org/publ/qtrpdf/r_qt1512f.htm)
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The measure of assets and other risk exposures to be used in the calculation of a bank's regulatory leverage ratio.
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.




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* [[Leverage ratio ]]
* [[Leverage ratio ]]
*[[LRT]]
*[[LRT]]
* [[Standby letter of credit]]
*[[Systemically Important Financial Institution]]
*[[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