Clearing brokers send balance sheet allocations to Basel

Data from several clearers submitted to illustrate impact on bank leverage ratios

photo of the basel committee headquarters
The Basel Committee has been sent detailed data about on- and off-balance-sheet margins

Data including the balance sheet allocated by several banks to their over-the-counter derivatives clearing brokers and the amount of margin being received by clearing brokers has in the past few weeks been sent to the Basel Committee on Banking Supervision for its consideration.

The calculations are understood to show the impact of the leverage ratio on a clearing broker under its current calibration and how much capital would be required if clearing brokers were able to use margin as offset.


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