The Basel Committee is consulting on proposed revisions to the Basel III leverage ratio framework. The consultation proposes changes in relation to the:

  • measurement of derivative exposures;
  • treatment of regular-way purchases and sales of financial assets;
  • treatment of provisions;
  • credit conversion factors for off-balance sheet items; and
  • additional requirements for global systemically important banks.

The consultation closes on 6 July. (Source: Basel Committee consults on leverage ratio framework)