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CA-10.2.2

The leverage ratio is defined as follows: The Numerator of the leverage ratio is Tier 1 capital as defined in Paragraph CA-1.1.2. The Denominator is composed of self-financed exposures and adjusted exposures funded by URIAs (see Section CA-10.3). The leverage ratio is expressed as a percentage as follows:

                                                                       Tier 1 Capital                                                                       

{Self-financed exposures adjusted in CA-10.3

Plus

a [exposures funded by URIAs adjusted in CA-10.3
Less
PER and IRR of URIAs]}
Added: October 2018
 Versions
(1 Version)
 
Oct 1 2018 onwards
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