Basel Committee 'will move' to more sensitive leverage ratio
Regulators want to switch CEM for SA-CCR, conference told
The Basel Committee on Banking Supervision will consult early next year on the way the leverage ratio is calculated, it was claimed at a conference in Singapore today (December 9), with regulators set to propose a switch to a more risk-sensitive approach that could lighten the overall capital burden.
At the moment, the ratio is based on the decades-old current exposure method (CEM), but an alternative – the standardised approach to counterparty credit risk (SA-CCR) is in the works and had been
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