Regulators cool on plans to change leverage exposure sums

SA-CCR is mooted successor to 27-year-old CEM, but sensitivity may count against it

Regulators may stick to calculating exposure the old-fashioned way

Regulators are said to be cooling on plans to ditch the 27-year-old risk measure at the heart of Basel III's leverage ratio in favour of a modern – and more risk-sensitive – replacement. The fear among some officials is that making the ratio sensitive to risk would make it a less effective supplement to existing, risk-weighted capital requirements.

Leaving the current exposure method (CEM) in place, though, would increase pressure on some bank businesses – notably client clearing – which consume

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