Depends on what kind of leakages you're talking about. For measuring several uH or more a DMM with an LCR function might be good. But anything less than a couple uH will require a good benchtop LCR meter with kelvin sense leads, and a high measurement frequency. I own an old stanford research SR715 LCR meter which is pretty good (measures up to 10KHz), but a LCR720 (100KHz) would be much better. They show up on ebay occasionally for 150-400USD.