EU Leverage Ratio Gap
I used the stress test data to compute the gap between the leverage ratio and the risk-weighted ratio (CET1 ratio). The ECB data offers the leverage ratio data inputs. To measure the ratios by country, I used the totals of A3 and A4 for the CET1 ratio and the totals for A3 and A5 for Leverage ratio. This way you don't get the freak results that Acharya …
Keep reading with a 7-day free trial
Subscribe to Capitalissues to keep reading this post and get 7 days of free access to the full post archives.
