EBU Single Rulebook Q&A 11 December 2013 2013_635 Look through approach to be applied for calculation of Leverage Ratio
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European Union · · · 08-05-2014
Article 429b(1)(a) states that risk positions for the calculation of the Leverage Ratio should be calculated according to paragraph 111 (1) sent. 1 of the CRR, meaning, they are identical to risk positions in the Standard Approach.Does this mean that for transactions with underlying assets, e.g. UCITS a look through approach should also be used for the calculation of the Leverage Ratio?
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