Leverage Ratio Exposure
From ACT Wiki
Revision as of 12:16, 17 November 2016 by Doug Williamson (Amend link.)
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.