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Quantitative Finance · Glossaire

Qu'est-ce que « Leverage ratio, leverage exposure measure » ?

Aussi appelé : leverage ratio · leverage exposure measure

Definition 5.2 The Desk and the Firm · Chapitre 5 — The Bank Markets Division

A bank’s leverage ratio is its Tier 1 capital divided by its leverage exposure measure: its on-balance-sheet assets, less amounts deducted from Tier 1 capital, plus certain off-balance-sheet exposures (derivative potential exposure, securities financing, commitments), with no weighting by risk.

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