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Regulations

Basel III Leverage Ratio Framework

As a credible supplementary measure to the risk-based capital requirements, the Basel III Leverage ratio framework was issued under Circular No. 881 dated 9 June 2015. It is computed as the level of a bank’s Tier 1 capital against its total on-book and off-book exposures. The leverage ratio shall not be less than 5 percent. The BSP assesses the calibration as well as the treatment of the components of the leverage ratio during the 2-year monitoring period from 01 January 2015 to 31 December 2016, in view of migrating to a Pillar 1 requirement starting 2017.

Originating Circular of the Basel III Leverage Ratio Framework

Circular No. 881

06.09.2015

Implementing Guidelines on the Basel III Leverage Ratio Framework

Other Amendments to the Framework

Reportorial Requirements

M-2015-026

07.16.2015

Guidelines on the Electronic Submission of the Basel III Leverage Ratio (BLR) Report

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