Leverage Ratio Exposure

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Revision as of 12:32, 11 November 2016 by 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