BANK Part 3.4 Leverage ratio
- BANK 3.4.1 Introduction
- BANK 3.4.2 Objectives of leverage ratio requirements
- BANK 3.4.3 How to calculate leverage ratio
- BANK 3.4.4 Minimum leverage ratio
- BANK 3.4.5 How to calculate total exposure measure — general
- BANK 3.4.6 Modification of calculation
- BANK 3.4.7 How to calculate on-balance-sheet exposures
- BANK 3.4.8 Effect of trade-date accounting
- BANK 3.4.9 Effect of settlement-date accounting
- BANK 3.4.10 Treatment of cash pooling arrangements
- BANK 3.4.11 Calculation of derivatives exposure — single derivative contracts not covered by eligible bilateral netting agreement
- BANK 3.4.12 Calculation of derivatives exposure — contracts covered by eligible bilateral netting agreement
- BANK 3.4.13 Calculating PFCEadj
- BANK 3.4.14 Cross-product netting not permitted
- BANK 3.4.15 Treatment of written credit derivatives
- BANK 3.4.16 Treatment of collateral
- BANK 3.4.17 Treatment of cash variation margin
- BANK 3.4.18 SFT exposures — firm acting as principal
- BANK 3.4.19 SFT exposures — firm acting as agent
- BANK 3.4.20 Other off-balance-sheet exposures