2019-07-12

Added · Updated

Basel Standards – Leverage ratio treatment of client cleared derivatives and Revisions to leverage ratio disclosure requirements

The Basel Committee on Banking Supervision issued standards addressing the leverage ratio treatment of client-cleared derivatives and revising disclosure requirements. These regulations mandate specific capital calculations for derivatives cleared through central counterparties to ensure consistent risk measurement. The updated framework enhances transparency by requiring banks to disclose detailed leverage ratio metrics in accordance with Pillar 3 principles.

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Hong Kong Monetary Authority

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