BCBS D364

From Open Risk Manual

Definition

BCBS D364 is a document published by the Basel Committee on Banking Supervision on April 2016 in the Leverage Ratio category.

Title

Frequently asked questions on the Basel III leverage ratio framework.

Abstract

In January 2014, the Basel Committee on Banking Supervision published the Basel III leverage ratio framework and disclosure requirements together with the public disclosure requirements applicable as of 1 January 2015. To promote consistent global implementation of those requirements, the Committee has agreed to periodically review frequently asked questions (FAQs) and publish answers along with any technical elaboration of the standards text and interpretative guidance that may be necessary.

The document published today sets out the third set of FAQs that relate to the Basel III leverage ratio framework. The questions and answers, combined with those published earlier in the first and second sets of FAQs, are grouped according to the following themes:

(i) on-balance sheet exposures;

(ii) derivative exposures;

(iii) specific treatment for written credit derivatives;

(iv) securities financing transaction (SFT) exposures;

(v) cross-product netting agreements for derivative exposures and SFTs;

(vi) treatment of long settlement transactions and failed trades;

(vii) off-balance sheet items; and

(viii) scope of consolidation and disclosure.

Document Profile

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Disclaimers

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