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13 Supervisory expectation on risk of excessive leverage for firms not subject to a minimum requirement

Closed
24 August 2021

13.1 This chapter sets out the PRA's proposals in relation to the risks of excessive leverage. This section applies to all firms and CRR consolidation entities not subject to a minimum requirement.

13.2 The PRA has previously stated that all firms are expected to consider whether their degree of leverage is appropriate against the internationally agreed measure of leverage ['The PRA's Approach to Banking Supervision', paragraph 87.]. Chapter 11 of the Internal Capital Adequacy Assessment (ICAA) Part of the PRA Rulebook requires firms to monitor and address the risks of excessive leverage. Rule 11.2 requires firms to use the CRR's definition of the leverage ratio as an indicator of the level of risk. The PRA proposes to update this rule and to refer to the revised single definition of the leverage ratio as set out in this consultation, rather than the CRR definition. In addition, the PRA proposes to update SS45/15 to set out that the PRA expects that the firms' leverage ratio in most ci

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