COmmon REPorting Framework
The backbone of the CRD / CRR directives now in its fourth major version / release (also known as CRD IV / CRR).
COREP is the former name given...
Leverage Ratio
A non-risk-based ratio that prevents an excessive build-up of leverage on institutions’ balance sheets.
The goal is to have enough Tier 1...
Large Exposures
An institution’s exposure to a client or group of connected clients shall be considered a large exposure where its value is equal or excess 10% of...
CRD IV Liquidity Ratios
As part of CRD IV, banks in the European Union (EU) must adopt three European-specific liquidity metrics: the LCR, NSFR and ALMM. These ratios...