Basel closes in on IM offset for leverage ratio
US seen as obstacle to consensus; committee expected to allow netting of margin against PFE only
Bank regulation standard-setters may be on the verge of settling a long-running dispute over the leverage ratio, with three sources expecting a final standard on the ratio’s treatment of client clearing margin following a meeting of the Basel Committee on Banking Supervision on June 19 and 20.
The industry claims the current version of the ratio inflates capital requirements for the clearing
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