Winners and losers from the Basel Committee’s Leverage Ratio changes on margin and window-dressing

The Basel Committee on Banking Supervision (BCBS) issued changes to the Leverage Ratio last week that will have impacts to the derivatives and securities finance industries. Like any regulation, this one will produce new winners and losers. We analyze the key points of the two announced changes and review what this means for market participants.
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1 Comment. Leave new

  • Interesting read – though quick question, would assume “uncleared” below is a typo, and should read “cleared”, given the changes apply to “client cleared derivatives only”?

    “This change will make uncleared derivatives less costly on the Leverage Ratio by reducing the value of the replacement cost and potential future exposure in the SA-CCR calculation.”


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