Under SA-CCR, Nomura leverage exposure drops over ¥7 trillion

Nomura’s leverage exposure fell 13% in the three months to end-March after the bank switched to the standardised approach for measuring counterparty credit risk (SA-CCR).

The Japanese bank posted a leverage ratio of 5.04% at end-March, up from 4.45% at end-2018. This reflected a decrease in leverage exposure, the denominator of the ratio, to ¥51.7 trillion ($463 billion) from ¥59.2 trillion over the quarter.

Nomura stated that the leverage ratio change was because of a “significant decline” in

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