Basel 3 Leverage Ratio
Mike Duncan
![Mike Duncan]()
Mike Duncan
Financial Markets Expert | I provide tailored Trading & Structuring solutions to Capital Management, Risk, Hedging, Funding, & Investing challenges | Expert speaker on Global Financial Markets| Singapore PR
Asia Risk Jakarta May 2018
Agenda
- Overview of Basel III
- What is the Leverage Ratio?
- Basic principles and calculations
- Exposure measure
- on balance sheet exposure
- off-balance-sheet (OBS) exposure
- derivatives exposure
- securities financing transactions (SFT) exposures
- Leverage Ratio standard disclosure
- How does Leverage Ratio interplay with LCR and NSFR?
- Conclusion
- Q&Q
I invite you to CLICK on:
Mike Duncan to connect with me
#????IT?????? #?????????? #baselIII #liqudity
Financial Markets Expert | I provide tailored Trading & Structuring solutions to Capital Management, Risk, Hedging, Funding, & Investing challenges | Expert speaker on Global Financial Markets| Singapore PR
3 年Paper from Asia Risk Jakarta May 2018