Revisiting Risk-Weighted Assets

WPIEA2012090 Image
Price:  $18.00

Author/Editor: Vanessa Le Leslé, Sofiya Avramova
Release Date: © March, 2012
ISBN : 978-1-47550-265-7
Stock #: WPIEA2012090
Stock Status: On back-order

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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.


Bank regulations , Banks and banking , Financial institutions and markets

More publications in this series: Working Papers

More publications by: Vanessa Le Leslé ; Sofiya Avramova