Revisiting Risk-Weighted Assets
Author/Editor: Vanessa Le Leslé, Sofiya Avramova
Release Date: © March, 2012
ISBN
: 978-1-47550-265-7
Stock #: WPIEA2012090
English
Stock Status: On back-order
Languages and formats available
English | French | Spanish | Arabic | Russian | Chinese | Portuguese | |
Paperback | Yes | ||||||
Yes |
Description
In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital adequacy framework. We discuss the key drivers behind the differences in these calculations, drawing upon a sample of systemically important banks from Europe, North America, and Asia Pacific. We then discuss a range of policy options that could be explored to fix the actual and perceived problems with RWAs, and improve the use of risk-sensitive capital ratios.
Taxonomy
Bank regulations , Banks and banking , Financial institutions and markets
More publications in this series: Working Papers
More publications by: Vanessa Le Leslé ; Sofiya Avramova