Leverage Balance Sheet

Question 1

What does the leverage balance sheet consist of?

5 things

Answer 1

1) On-balance sheet exposures
+
2) Derivatives Exposures
+
3) SFT Exposures
+
4) Off-balance sheet exposures
+
5) Cash and balances at central banks

Question 2

What is the leverage ratio formula?

Answer 2

Leverage Ratio =

T1 Capital / LBS