Banking Supervision on Revisions to the Basel III Leverage Ratio Framework

SIFMA AMG provides comments on the Basel Committee’s Consultative Document: Revisions to the Basel III Leverage Ratio Framework. SIFMA AMG believes evidence and data related to the impact of the Basel Leverage Ratio on end users would be useful in consideration of the Leverage Ratio Framework. The results of AMG’s member survey, conducted last year and confirmed in connection with the submission of this comment, show that the Basel Leverage Ratio’s failure to recognize the exposure-reducing effect of segregated initial margin is already having an adverse effect on AMG members’ clients.

See also:

Consultative Document: Revised Basel III leverage ratio framework and disclosure requirements