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Revisiting Risk-Weighted Assets

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 calculat...

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Bibliographic Details
Main Author: Avramova, Sofiya
Other Authors: Le Lesle, Vanessa
Format: eBook
Language:English
Published: Washington, D.C. International Monetary Fund 2012
Series:IMF Working Papers
Subjects:
Covered Bonds
Depository Institutions
Asset Requirements
Basel Ii
Capital Adequacy Requirements
Banks
Corporate Finance And Governance: Government Policy And Regulation
Banks And Banking
Financial Institutions
General Financial Markets: Government Policy And Regulation
Value Of Firms
Micro Finance Institutions
Financial Institutions And Services: Government Policy And Regulation
Basel Iii
General Financial Markets: General (includes Measurement And Data)
Mortgages
Investments: Bonds
Market Risk
Financial Risk Management
Bonds
Banks And Banking; State Supervision
Capital And Ownership Structure
Goodwill
Financial Regulation And Supervision
Banking
Investment & Securities
Financial Risk And Risk Management
Financing Policy
Financial Services Law & Regulation
Finance: General
United States
Online Access:
Collection: International Monetary Fund - Collection details see MPG.ReNa
Description
Summary: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
Physical Description:48 pages
ISBN:9781475502657

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