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Archive » June 2015 » The leverage ratio: its introduction in some jurisdictions and the adequacy of the main European banks

The leverage ratio: its introduction in some jurisdictions and the adequacy of the main European banks

Giulio Guerra, Giacomo Manzelli
June 2015 - n. 6
Jel codes: G21, G28

As from 1st January 2015, the public disclosure on Basel 3 leverage ratio started, before its full implementation in 2018. Some authorities, in particular those of United Kingdom and Usa, anticipated the adoption of leverage ratio, even with a macroprudential aim. A first estimate of the potential effects of such regulatory initiatives on a large sample of European banks shows not negligible results, in particular for those players with a relatively low average asset riskweight;these results can be not fully coherent with those coming from the adoption of risk-weighted measures

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