T471 · Treasury & Capital · AINumbers.co

Leverage Ratio Calculator

Basel III leverage ratio per BCBS 270 (January 2014) as revised by BCBS 360 (December 2017), plus the US eSLR final rule (Fed/OCC/FDIC, effective 2026-04-01). Leverage Ratio = Tier 1 Capital ÷ Total Exposure Measure ≥ 3% (G-SIBs: ≥ 3% + leverage buffer of 50% of G-SIB Method 1 surcharge, capped at 1% for US insured depository institution subsidiaries). Total Exposure Measure = on-balance sheet + derivative exposure (SA-CCR or CEM) + SFT exposure + off-balance sheet items. Feeds Pillar 3 KM1 template (T472).

Basel III LR · BCBS 270 / BCBS 360 LR ≥ 3% (G-SIB buffer additional) On-BS · Derivatives · SFT · OBS Deterministic · Zero PII · Client-side

🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.

Capital: Tier 1

Common Equity Tier 1 (CET1) (m)

Additional Tier 1 (AT1) (m)

G-SIB bucket (for leverage buffer) G-SIB leverage buffer = 50% of G-SIB surcharge (BCBS 360 §12). Not yet effective in all jurisdictions: verify.

Entity type (US eSLR, effective 2026-04-01) Federal Reserve/OCC/FDIC final rule (published 2025-12-01, effective 2026-04-01, adoptable as early as 2026-01-01) recalibrates the eSLR buffer from a flat 2% add-on (holding company) / flat 6% total (depository subsidiary) to 50% of the G-SIB's Method 1 surcharge, capped at 1% for depository institution subsidiaries.

Exposure measure components

On-balance-sheet exposures (m)Gross carrying value, net of specific provisions, no netting benefit (BCBS 360 §§14–17).

Derivative exposures: RC + PFE (m)SA-CCR replacement cost + PFE add-on per BCBS 279. Enter net add-on if netting agreement in place.

SFT exposures (m)Securities financing transaction exposure = gross SFT assets net of eligible netting + counterparty CCR add-on (BCBS 360 §§25–33).

Off-balance-sheet items (m)Off-balance-sheet commitments × credit conversion factor (CCF). Unconditionally cancellable: 10% CCF. Other commitments: 40%.

Other exposure measure adjustments (m)

Leverage Ratio Result

Sources: BCBS 270 (Jan 2014); BCBS 360 (Dec 2017: final leverage ratio framework); US eSLR final rule (Fed/OCC/FDIC, published 2025-12-01, effective 2026-04-01). ⚠ Verify against applicable jurisdiction rules: CRR3 Art.429 (EU); PRA LR rules; Fed supplementary leverage ratio (SLR). G-SIB leverage buffer not yet effective in all jurisdictions.