Leafing through the BCBS Basel III monitoring report, I noticed this graph on page 21. It shows the interaction between the Basel III Tier 1 leverage ratio (horizontal axis) and the Tier 1 risk-weighted capital ratio (vertical axis). Ratios of Group 1 banks are marked with red dots and those of Group 2 banks with… Read More An intriguing graph in the BCBS Basel III monitoring report
This week, the Bank of England offered two highly readable publications, each for a different reason. The Financial Policy Committee launched a consultation on the design of a leverage ratio framework for the UK. This is a very insightful release, even though the consultation period is a tad short: The FPC consultation will close on 14… Read More BOE, the Leverage Ratio, and Capital.
… and Issue Supplementary Leverage Ratio Notice of Proposed Rulemaking. Without further comments of my own, this of course is pleasant from a prudential point of view. The FDIC announcement: “The Federal Reserve Board, the Federal Deposit Insurance Corporation (FDIC), and the Office of the Comptroller of the Currency (OCC) on Tuesday adopted a final rule… Read More Great! Agencies Adopt Enhanced Supplementary Leverage Ratio Final Rule