Regulatory Alerts2015-07-28
Frequently Asked Questions on the Basel III Leverage Ratio Framework
The Saudi Arabian Monetary Agency publishes these FAQs to clarify the Basel III leverage ratio framework, mandating public disclosure requirements effective 1 January 2015. The guidance specifies technical treatments for cash variation margins, centrally cleared client derivatives, securities financing transactions, cross-product netting, credit derivative exposures, and long settlement or failed trades. Banks must align their regulatory reporting with these clarified standards by consulting the official Basel Committee on Banking Supervision document hosted by the Bank for International Settlements.
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