RBS’s leverage ratio sinks as balance sheet swells
RBS expanded its balance sheet while burning capital in the third quarter, causing its leverage ratio to fall.
As calculated under the European Union Capital Requirements Regulation (CRR), RBS’s leverage ratio dropped 15 basis points to 5.05% quarter-on-quarter, while under the UK-specific measure, which exempts central bank balances, it sank 16bp to 5.78%.
CRR leverage exposure, the ratio’s denominator, increased 1.7% to £670 billion ($861 billion) in the three months to end-September. Over
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact [email protected] to find out more.
You are currently unable to copy this content. Please contact [email protected] to find out more.
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Printing this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. Copying this content is for the sole use of the Authorised User (named subscriber), as outlined in our terms and conditions - https://www.infopro-insight.com/terms-conditions/insight-subscriptions/
If you would like to purchase additional rights please email [email protected]
More on Risk Quantum
Derivatives
Callable repack frenzy opens up new options market in Europe
Demand driven mainly by French life insurers looking for alternatives to low-yielding sovereign bonds
Receive this by email