QA2021-24 - Leverage Ratio Requirement (%)

Owned by SRB Services
Feb 01, 2024
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QA2021-24

Question


In LDR template T02.00 row 0250 'Leverage ratio requirement' has to be reported if a formal requirements exists. As per CRR2, the leverage ratio requirement will be legally binding as of 28 June 2021. Are banks expected to report nil in the column 'Transitional' and '3%' in the column 'Fully Loaded' for the 2020 Resolution Planning cycle?


Response


In line with QA2020-199, we share the client suggested answer of reporting nil as the transitional value, since the requirement is not in force at the reporting date, and 3% (0.0300 to be written) as the fully-loaded value.