Capitalissues

Capitalissues

EU Leverage Ratio Gap

@cetier1
Oct 27, 2014
∙ Paid

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 …

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