COREP_LR Leverage Ratio - COREP - DPM module | DPM Navigator

COREP_LR Leverage Ratio - COREP - DPM moduleDPM module COREP_LR Leverage Ratio - COREP: 10 tables in DPM release 4.4, including C_00.01, C_40.00.a, C_40.00.b, C_43.00.a, C_43.00.b, C_43.00.c.

C_00.01 Nature of Report (COREP)

C_40.00.a Alternative treatment of the Exposure Measure (I)

C_40.00.b Alternative treatment of the Exposure Measure (II)

C_43.00.a Breakdown of leverage ratio exposure measure components: Off-balance sheet items, derivatives, SFTs and trading book

C_43.00.b Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (SA)

C_43.00.c Breakdown of leverage ratio exposure measure components: Other non-trading book exposures (IRB)

C_44.00 General Information

C_47.00 Leverage ratio calculation

C_48.01 Leverage ratio volatility: mean value for the reporting period (LR6.1)

C_48.02 Leverage ratio volatility: daily values for the reporting period (LR6.2)

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