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Friday, March 21, 2014

ABA, Groups Request Technical Clarifications on Leverage Ratio

ABA and several trade groups identified several technical areas for clarification in the Basel Committee on Banking Supervision’s revised leverage ratio and disclosure requirements under the Basel III capital framework. The groups’ concerns encompassed variation margin calculation, central counterparty clearing, derivatives transactions, trade exposures, settlements, accounting matters and drawdowns.

In January, the committee kept Basel’s minimum leverage ratio — Tier 1 capital divided by an “exposure measure” — at 3% while allowing banks to reduce the exposure measure by adjusting several calculations, including those related to securities financing transactions, off-balance sheet items, cash variation margin, central clearing and written credit derivatives.

Read the groups’ letter.

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