EBU Single Rulebook Q&A 5 March 2015 2015_1871 C 45.00 - LEVERAGE RATIO CALCULATION (LRCalc): arithmetic mean of monthly data vs. end of quarter data

According to Art. 429.2 CRR (old version), institutions shall calculate the leverage ratio as the simple arithmetic mean of the monthly leverage ratios over a quarter. This requirement is implemented in table C 45.00 in the current LR-reporting which is applicable as long as the new LR-reporting (currently under public consultation, applicable as of Q4/2015 at the earliest) is not yet in place.