FYI some documentation on the Leverage Ratio for EU banks

Nov 26, 2015

∙ Paid

My post on EU leverage ratios yesterday attracted some comments on twitter, which may haven been triggered by misunderstandings. The CRR offers a short and clear summary of the Leverage Ratio definition in Article 429.1: "The leverage ratio shall be calculated as an institution's capital measure divided by that institution's total exposure measure and s…