CoachA 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.
Quantitative Finance · Begrippenlijst
Wat is Leverage ratio, leverage exposure measure?
Ook bekend als: leverage ratio · leverage exposure measure