Index
Constraints
DPM Maplabel_boi_t670-88 - 670-88 - LR2- Leverage ratio
| Current perid | Year -1 | ||
| 1 | 1 | ||
| On-balance sheet exposures | |||
| On-balance sheet items (excluding derivatives and securities financing transactions, but including collateral) | 1 | ||
| Asset amounts deducted in determining Tier 1 capital | 2 | ||
| Total on-balance sheet exposures | 3 | ||
| Derivative exposures | |||
| Replacement cost associated with all derivatives transactions | 4 | ||
| Add-on amounts for potential future exposure associated with all derivatives transactions | 5 | ||
| Gross-up for collateral provided in respect of derivatives deducted from balance sheet assets pursuant to the Public Reporting Directives | 6 | ||
| Deductions of receivables assets for cash variation margin provided in derivatives transactions | 7 | ||
| Exempted central counterparty leg of client-cleared trade exposures | 8 | ||
| Adjusted effective notional amount of written credit derivatives | 9 | ||
| Adjusted effective notional offsets and add-on deductions for written credit derivatives - - | 10 | ||
| Total derivative exposures | 11 | ||
| Securities financing transaction exposures | |||
| Gross securities financing transaction assets (with no recognition of netting), after adjusting for sale accounting transactions | 12 | ||
| Netted amounts of cash payables and cash receivables of gross securities financing transaction assets | 13 | ||
| Central counterparty credit risk exposure for securities financing transaction assets | 14 | ||
| Agent transaction exposures | 15 | ||
| Total securities financing transaction exposures | 16 | ||
| Other off-balance sheet exposures | |||
| Off-balance sheet exposure at gross notional amount | 17 | ||
| Adjustments for conversion to credit equivalent amounts | 18 | ||
| Off-balance sheet items | 19 | ||
| Capital and total exposures | |||
| Tier 1 capital | 20 | ||
| Total exposures | 21 | ||
| Leverage ratio | |||
| Leverage ratio pursuant to Proper Conduct of Banking Business Directive 218 | 22 | ||