Revisiting Risk-Weighted Assets

Sofiya Avramova · Vanessa Le Leslé

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Banking stability, regulation, efficiency Credit Risk and Financial Regulations Global Financial Regulation and Crises

Abstract

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.

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2010Bank Capital: Lessons from the Financial Crisis 2010Bank capital: lessons from the financial crisis

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