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It is possible that banks may reduce some of their excess liquidity given the higher leverage ratio requirements because the negative carry is likely to increase for more liquid investments that are unlikely to exceed their capital cost. The supplementary leverage ratio is more onerous than the generally applicable leverage ratio for U.S. banks. It is calculated using a tighter definition of Tier 1 capital in the numerator and the denominator includes off-balance sheet exposures such as the grossing-up of derivatives to include collateral and cash.
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