Leverage Ratio

More than just a simple backstop

Internal Ratios
Risk Appetite
Limit Monitoring
CCR Add-on
Client-cleared Trades
QCCP Exemptions
Scenario Analysis
Stress Testing
Analysis Framework
Interdependencies

We got it covered

Internal Ratios

Risk Appetite

Limit Monitoring

CCR Add-on

Client-cleared Trades

QCCP Exemptions

Scenario Analysis

Stress Testing

Analysis Framework

Interdependencies

Basel.NXT

monitors the leverage ratio through your risk dashboard as part of your 360 portfolio management. Managing the leverage backstop for banks with complex risk profiles is crucial to avoid unwarranted capital requirements. The .NXT scenario analysis framework offers a comprehensive view on the leverage ratio in any number of stressed scenarios. This allows the user to manage their portfolio by understanding the impact of the scenario across all risk indicators with the leverage ratio backstop.

Out-of-the-box

Supervisory dictionary

Counterparty

credit risk

Limit

monitoring

Internal ratios

Risk appetite

Experience
the magic

Leverage Ratio is more than a bolt-on backstop to risk-based capital Requirements

Implementation Approach