EBU Single Rulebook Q&A 16 October 2013 2013_399 Breakdown of leverage ratio exposure measure components: other assets belonging to the trading book

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European Union · · · 21-03-2014

In Column 1 -exposure value, we report the accounting positions of the balance sheet (e.g. shares and bonds of the trading book), but the positions in the MRM model to calculate RWA do not provide from accounting. Moreover the scope of column 2- RWA is brider than other assets of the trading book as it includes also FX positions, index, derivatives,... How should we report?

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