Enumeration | Definition |
---|---|
(-) Asset amount deducted - Tier 1 - fully phased-in definition | Please see the EBA Draft ITS on the leverage ratio (EBA/CP/2014/44). https://www.eba.europa.eu/documents/10180/930323/EBA-CP-2014-44+(CP+on+amending+ITS+on+LR+reporting).pdf |
(-) Eligible cash variation margin received offset against derivatives market value | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
(-) Eligible purchased credit derivatives offset against written credit derivatives | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
(-) Exempted CCP leg of client-cleared SFT exposures | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
(-) Exempted CCP leg of client-cleared trade exposures (initial margin) | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
(-) Exempted CCP leg of client-cleared trade exposures (original exposure method) | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
(-) Exempted CCP leg of client-cleared trade exposures (potential future exposure) | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
(-) Exempted CCP leg of client-cleared trade exposures (replacement costs) | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
(-) Exemption of intragroup exposures (solo basis) in accordance with Article 429(7) of the CRR | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
(-) Exposures exempted in accordance with Article 429 (14) of the CRR | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
(-) Fiduciary assets | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
(-) Receivables for cash variation margin provided in derivatives transactions | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Adjustments for SFT sales accounting transactions | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
AT1 capital with < 7% CET1 trigger | Please see the July 2015 Policy Statement (numbers are as at year end):http://www.bankofengland.co.uk/financialstability/Documents/fpc/policystatement010715ltr.pdf. |
Capped notional amount of written credit derivatives | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Counterparty credit risk of SFT agent transactions in accordance with Article 429b (6) of the CRR | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Derivatives: Add-on under the mark-to-market method | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Derivatives: Current replacement cost | Please see the EBA Draft ITS on the leverage ratio (EBA/CP/2014/44). https://www.eba.europa.eu/documents/10180/930323/EBA-CP-2014-44+(CP+on+amending+ITS+on+LR+reporting).pdf |
Derogation for derivatives: original exposure method | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Derogation for SFTs: Add-on in accordance with Article 429b (4) and 222 of the CRR | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Gross up for derivatives collateral provided | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Leverage Ratio - using a fully phased-in definition of Tier 1 capital | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Leverage Ratio - using a fully phased-in definition of Tier 1 capital excluding AT1 capital with < 7% CET1 trigger | Please see the July 2015 Policy Statement (numbers are as at year end): http://www.bankofengland.co.uk/financialstability/Documents/fpc/policystatement010715ltr.pdf. |
Off-balance sheet items with a 10% CCF in accordance with Article 429 (10) of the CRR | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Off-balance sheet items with a 100% CCF in accordance with Article 429 (10) of the CRR | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Off-balance sheet items with a 20% CCF in accordance with Article 429 (10) of the CRR | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Off-balance sheet items with a 50% CCF in accordance with Article 429 (10) of the CRR | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Other assets | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
SFTs: Add-on for counterparty credit risk | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
SFTs: Exposure in accordance with Article 429 (5) and 429 (8) of the CRR | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Tier 1 capital - fully phased-in definition | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |
Tier 1 capital - fully phased-in definition excluding AT1 capital with < 7% CET1 trigger | Please see the July 2015 Policy Statement : http://www.bankofengland.co.uk/financialstability/Documents/fpc/policystatement010715ltr.pdf. |
Total Leverage Ratio Buffer | Please see the July 2015 Policy Statement (numbers are as at year end):http://www.bankofengland.co.uk/financialstability/Documents/fpc/policystatement010715ltr.pdf. |
Total Leverage Ratio exposure - using a fully phased-in definition of Tier 1 capital | Please see the EBA Technical Standard on Leverage Ratio reporting: https://www.eba.europa.eu/-/eba-issues-amended-technical-standards-on-leverage-ratio-disclosure-and-reporting. |