Leverage Ratio - Revision history

imported>Doug Williamson: Categorise.

2020-03-24T16:14:41Z

Categorise.

← Older revision		Revision as of 16:14, 24 March 2020
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	*[[Systemically Important Financial Institution]]		*[[Systemically Important Financial Institution]]
	*[[Tier 1]]		*[[Tier 1]]

			[[Category:Accounting,_tax_and_regulation]]
			[[Category:Corporate_finance]]
			[[Category:Manage_risks]]

imported>Doug Williamson: Remove surplus wording regarding implementation period.

2020-01-29T16:44:16Z

Remove surplus wording regarding implementation period.

← Older revision		Revision as of 16:44, 29 January 2020
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	Domestic regulators can set higher ratios and the USA has set higher ratios for eight Systemically Important Financial Institutions (SIFIs) than for non-SIFIs.		Domestic regulators can set higher ratios and the USA has set higher ratios for eight Systemically Important Financial Institutions (SIFIs) than for non-SIFIs.

	~~This requirement is intended to be implemented progressively by 1 January 2019.~~


	~~The initial minimum Basel III requirement was set at 3%, for periods to the end of 2016.~~

imported>Doug Williamson: Update links.

2018-01-10T11:52:26Z

Update links.

← Older revision		Revision as of 11:52, 10 January 2018
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	* [[Countercyclical leverage ratio buffer]]		* [[Countercyclical leverage ratio buffer]]
	* [[G-SII ALRB]]		* [[G-SII ALRB]]
	* [[Liquidity Coverage Ratio]]
	* [[Net Stable Funding Ratio]]
	* [[Leverage]]		* [[Leverage]]
	* [[Leverage Ratio Exposure]]		* [[Leverage Ratio Exposure]]
			* [[Liquidity Coverage Ratio]]
	*[[LRT]]		*[[LRT]]
			* [[Net Stable Funding Ratio]]
	* [[Off balance sheet risk]]		* [[Off balance sheet risk]]
	*[[Systemically Important Financial Institution]]		*[[Systemically Important Financial Institution]]
	*[[Tier 1]]		*[[Tier 1]]

imported>Doug Williamson: Amend link.

2016-11-17T12:19:58Z

Amend link.

← Older revision		Revision as of 12:19, 17 November 2016
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	* [[G-SII ALRB]]		* [[G-SII ALRB]]
	* [[Liquidity Coverage Ratio]]		* [[Liquidity Coverage Ratio]]
	* [[Net ~~stable funding ratio~~]]		* [[Net Stable Funding Ratio]]
	* [[Leverage]]		* [[Leverage]]
	* [[Leverage Ratio Exposure]]		* [[Leverage Ratio Exposure]]

imported>Doug Williamson: Layout

2016-11-15T16:21:08Z

Layout

← Older revision		Revision as of 16:21, 15 November 2016
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	''Bank regulation''.		''Bank regulation''

	(LR).		(LR).
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	~~=====~~Leverage Ratio Exposure~~=====~~		'''Leverage Ratio Exposure'''

	The [[Leverage Ratio Exposure]] (LRE) - for the purposes of calculating the Leverage Ratio - includes certain other risk exposures, in addition to on-balance sheet assets.		The [[Leverage Ratio Exposure]] (LRE) - for the purposes of calculating the Leverage Ratio - includes certain other risk exposures, in addition to on-balance sheet assets.

imported>Doug Williamson: Add link.

2016-11-13T08:22:55Z

Add link.

← Older revision		Revision as of 08:22, 13 November 2016
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	* [[Off balance sheet risk]]		* [[Off balance sheet risk]]
	*[[Systemically Important Financial Institution]]		*[[Systemically Important Financial Institution]]
			*[[Tier 1]]

imported>Doug Williamson: Layout.

2016-11-11T13:16:40Z

Layout.

← Older revision		Revision as of 13:16, 11 November 2016
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	=====Leverage Ratio Exposure=====		=====Leverage Ratio Exposure=====
	The [[Leverage Ratio Exposure]] (LRE) for the purposes of calculating the Leverage Ratio includes certain other risk exposures, in addition to on-balance sheet assets.		The [[Leverage Ratio Exposure]] (LRE) - for the purposes of calculating the Leverage Ratio - includes certain other risk exposures, in addition to on-balance sheet assets.

imported>Doug Williamson: Create the page to replace Leverage ratio page.

2016-11-11T12:42:45Z

Create the page to replace Leverage ratio page.

New page

''Bank regulation''.

(LR).

A requirement under Basel III regulations for regulated institutions to hold a minimum ratio of capital to absolute balance sheet outstandings (plus certain other items).

It is calculated as:

LR = Tier 1 capital / Leverage Ratio Exposure (LRE)

The leverage ratio is the long term capital ratio for banks by which their Tier 1 capital should in due course be at least 5% of their assets.

This will generally be that their shareholders funds will be >=5% of their loans although the definitions may be subject to domestic practices.

Domestic regulators can set higher ratios and the USA has set higher ratios for eight Systemically Important Financial Institutions (SIFIs) than for non-SIFIs.

This requirement is intended to be implemented progressively by 1 January 2019.

The initial minimum Basel III requirement was set at 3%, for periods to the end of 2016.

=====Leverage Ratio Exposure=====
The [[Leverage Ratio Exposure]] (LRE) for the purposes of calculating the Leverage Ratio includes certain other risk exposures, in addition to on-balance sheet assets.

== See also ==
* [[Basel III]]
* [[Countercyclical leverage ratio buffer]]
* [[G-SII ALRB]]
* [[Liquidity Coverage Ratio]]
* [[Net stable funding ratio]]
* [[Leverage]]
* [[Leverage Ratio Exposure]]
*[[LRT]]
* [[Off balance sheet risk]]
*[[Systemically Important Financial Institution]]