We spotted this visual guide to the Supplementary Leverage Ratio (SLR) in the Harvard law School Forum. It was produced by the law firm Davis Polk and is great background for the topic, now so near and dear to the securities financing world. It reviews the basics of SLR in a clear and concise manner.
And a handy timeline:
On Page 29 the report shifts to how repo-style transactions will be viewed. The analysis includes netting for repo-style transactions – which is code for repos, sec lending, and other securities financing trades (and presumably not just limited to Fin 41, which is very specific about referring to only repos and reverses).
Also included is an analysis of counterparty exposure and when it has to be included in Total Leverage Exposure.
Overall, it is a good reference for what is probably the bind constraint on most securities financing desks.