Revisiting Risk-Weighted Assets

Working Paper No. 12/90

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 calculations, drawing upon a sample of systemically... READ MORE...

Publication date: March 2012
ISBN 9781475502657
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Publication date: March 2012

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Publication date: March 2012

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