CA-15 Leverage Ratio and Gearing Requirements
- CA-15.1 Rationale and Objective
- CA-15.2 Definition, Calculation and Scope of the Leverage Ratio
-
CA-15.3 Exposure Measure
- General Measurement Principles
- On-balance Sheet Exposures
- Securities Financing Transaction Exposures (SFTs)
- General Treatment (Bank Acting as Principal)
- Sale Accounting Transactions
- Bank Acting as Agent
- Derivative Exposures
- Bilateral Netting
- Treatment of Related Collateral
- Treatment of Cash Variation Margin
- Add-on Factors for Determining PFE
- Treatment of Clearing Services
- Additional Treatment for Written Credit Derivatives
- Off-balance Sheet Items (OBS)
- CA-15.4 Additional Detail for Computation Purposes
- CA-15.5 Effective Date and Transitional Arrangements
- CA-15.6 Additional Requirements
- CA-15.7 Gearing