Leverage Ratio
C 52/2017 GUI Effective from 1/4/2021- Leverage Ratio
- I. Introduction
- II. Clarifications of the Standards
- a. Leverage Ratio and Capital
- b. Scope of Consolidation
- c. Exposure Measure
- d. On-Balance Sheet Exposures
- e. Derivative Exposures
- f. Securities Financing Transaction (SFT) Exposures
- g. Off-Balance Sheet Items
- III. Frequently Asked Questions
- IV. Examples: Calculation of Gross SFT Assets
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