BANK 3.4.3 How to calculate leverage ratio
A banking business firm's leverage ratio LR is calculated by means of the following formula:
tier 1 capital has the meaning given by rule 3.2.7 (2).
total exposure measure is the total amount of all the firm's exposures, calculated in accordance with rule 3.4.5.
|Inserted by QFCRA RM/2019-6 (as from 1st January 2020).|