Revisiting Risk-Weighted Assets
AbstractIn 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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Bibliographic InfoPaper provided by International Monetary Fund in its series IMF Working Papers with number 12/90.
Date of creation: 01 Mar 2012
Date of revision:
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-04-23 (All new papers)
- NEP-BAN-2012-04-23 (Banking)
- NEP-CBA-2012-04-23 (Central Banking)
- NEP-REG-2012-04-23 (Regulation)
- NEP-RMG-2012-04-23 (Risk Management)
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- Ouarda Merrouche & Enrica Detragiache & Asli DemirgÃ¼Ã§-Kunt, 2010.
"Bank Capital: Lessons from the Financial Crisis,"
IMF Working Papers
10/286, International Monetary Fund.
- Maria del Pilar Castillo & Giácomo Balbinotto, 2012. "Las FARC y los costos del secuestro," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(27), pages 147-164, July-Dece.
- Andrew G. Haldane & Vasileios Madouros, 2012. "El perro y el frisbee," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 14(27), pages 13-56, July-Dece.
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