Basel III and the Leverage Ratio

Price: $995   Register now

Recommended that you register at least two weeks in advance.

Course Features

  • Course date:05/07/2020
  • Course Duration: 1 Day
  • Level: Intermediate
  • Prerequisites: None
  • Method: Live & Virtual
  • Venue: 115 Broadway, NY, NY 10006
  • Time: 9:00 am – 5:00 pm
  • Dress Code: Business Casual

Basel III and the Leverage Ratio

Basel III is a requirement for most banks globally. This course is designed for professionals who have familiarity with Basel III and need a particular focus on the leverage ratio.  The class will cover differences in the leverage ratio implementation between the US, UK, and continental Europe. The course is interactive and is comprised of a lecture and topical articles to supplement discussions of recent developments in Basel III and leverage ratio implementation. The instructor has been consulting and training on the Basel accords globally for over a decade.

Course Objectives

At the end of this course, participants should be able to:

  • Describe the Basel Committee on Banking Supervision’s leverage ratio and its requirements
  • Identify elements of the existing US leverage ratio and compare to the new Basel requirement
  • Evaluate the US Supplementary Leverage Ratio and to what banks it applies
  • Discuss how the leverage ratio will impact the derivatives markets

Module I         The Basel Committee’s Leverage Ratio

  • Describe the leverage ratio and its requirements
  • Enumerate calculation requirements for on- and off-balance sheet instrument
  • Review and discuss latest Basel FAQ on the leverage ratio

Module II       The US Leverage Ratio

  • Describe existing leverage ratio
  • Describe US leverage ratio under new Basel III rules
  • Enumerate requirements for the largest US banks under the Supplementary Leverage Ratio

Module III      Global Implementation of the Leverage Ratio

  • Highlight differences in the global standards and
    • Switzerland
    • UK
    • Other Basel committee members

Module IV      The Leverage Ratio and Derivatives Portfolios

  • Discuss how derivatives are now treated under the leverage ratio
  • Identify key points in CFTC Chair Massad’s comments about the leverage ratio

Module V       The Leverage Ratio’s Influence

  • Discuss how the leverage ratio is changing banks relationships with counterparties
    • Central counterparties (CCPs)
    • Broker-dealers
    • End users

Concluding Remarks and Recommendation of Additional Resources


  • Mayra Rodríguez Valladares is the Managing Principal of MRV Associates.  She specializes in training and consulting solutions for Basel III, Dodd-Frank, risk management, financial derivatives, capital markets, foreign exchange, and corporate finance.  She has worked with the private sector and foreign central banks in the US, UK, Latin America Eastern Europe, Central, and Southeast Asia, …
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