Leverage Ratio Exposure: Difference between revisions

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''Bank regulation''
''Bank regulation''.


(LRE).
(LRE).

Latest revision as of 17:41, 1 July 2022

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