Portfolio Leverage Ratio

$25.00

Financial innovation is providing ever changing opportunities to increase exposure, investing power, and, ultimately risk.  Understanding this risk is critical to investors.  One particular area of focus is leverage, which currently has no established industry standard.  This paper defines a leverage ratio methodology that can be used, in combination with other risk metrics, in the performance evaluation process.

David Asermely, BNY Mellon Asset Servicing

Financial innovation is providing ever changing opportunities to increase exposure, investing power, and, ultimately risk.  Understanding this risk is critical to investors.  One particular area of focus is leverage, which currently has no established industry standard.  This paper defines a leverage ratio methodology that can be used, in combination with other risk metrics, in the performance evaluation process.

 

Portfolio Leverage Ratio

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