Press releases / Comments

March 13 2019

The Basel Committee’s additional leverage ratio disclosure requirements are designed to reflect its concerns about “window-dressing”. The Basel Committee would like to see averaged values disclosed on the basis of values calculated daily. In the view...

January 30 2019

DK comments on the above-mentioned EBA consultation paper. The EBA changes the ITS requirements in both the credit risk and market risk areas. The exercise is relevant for institutions with IRB models or IMA models (market risk models) in Pillar I.

July 22 2016

The position paper by GBIC and WKO looks at individual aspects of the leverage ratio whose analysis is required under Article 511 of the CRR.

July 7 2016

The Deutsche Kreditwirtschaft give its opinion to Basels consultation documents for the definition of the Leverage Ratio. This definition is reworked on several places.

June 24 2016

On 26 May 2106, the European Commission published a consultation document on Proportionality in the future market risk capital requirements and the review of the original exposure method.

February 25 2016

A leverage ratio will not make the financial system more stable. On the contrary, an inflexible instrument of this kind sets dangerous perverse incentives. This is the conclusion of a new expert opinion commissioned by the member associations of the...