Regulatory Alerts2019-07-12
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.
CIR
Current
Issue Date:
12 Jul 2019
20190712-1-EN.pdf (100.6 KB)
Topic:
Disclosure - Pillar 3 requirements
Leverage Ratio
Miscellaneous - BCBS
OTC Derivatives - Clearing
OTC Derivatives - Margining/Risk-mitigation
OTC Derivatives - Reporting
Group:
Locally Incorporated Authorized Institutions
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