4
Countercyclical Leverage Ratio Buffer
4.1
A firm must calculate a countercyclical leverage ratio buffer of common equity tier 1 capital equal to:
- (1) the firm’s institution-specific countercyclical capital buffer rate multiplied by 35% with the product expressed as a percentage rounded to the nearest tenth of a percentage; multiplied by
- (2) the firm’s total exposure measure.
- 14/12/2016
4.2
A firm must not count common equity tier 1 capital that is maintained for the purposes of 3.1 towards the calculation in 4.1.
- 01/01/2016