Franklin

Revisiting Risk-Weighted Assets [electronic resource] Avramova, Sofiya.

Author/Creator:
Avramova, Sofiya.
Publication:
Washington, D.C. : International Monetary Fund, 2012.
Series:
IMF eLibrary
IMF Working Papers; Working Paper No. 12/90.
IMF Working Papers; Working Paper No. 12/90
Format/Description:
Government document
Book
1 online resource (48 p.)
Local subjects:
Accounting framework.
Accounting standards.
Annual statements.
Arbitrage.
Asset classification.
Bank bonds.
Bank capital.
Bank debt.
Bank discretion.
Bank failure.
Bank for international settlements.
Bank managers.
Bank of canada.
Bank of england.
Bank regulation.
Bank regulations.
Bank reports.
Bank risk.
Bank solvency.
Bank structure.
Bank supervision.
Banking.
Banking authority.
Banking model.
Banking sector.
Banking supervision.
Banking systems.
Banks.
Banks asset.
Banks solvency.
Capital.
Capital adequacy.
Capital and Ownership Structure.
Capital base.
Capital requirement.
Capital requirements.
Commercial property.
Consumer protection.
Credit ratings.
Credit risk.
Credit risks.
Financial reporting.
Financial risk.
Financial strength.
Financing Policy.
Government Policy and Regulation.
Investment bank.
Investment banking.
Legal framework.
Level playing field.
Market risk.
Mortgages.
Other Depository Institutions.
Probability of default.
Recapitalization.
Regulatory approach.
Retail bank.
Risk analysis.
Risk assessment.
Risk assessments.
Risk management.
Risk measure.
Risk metrics.
Risk modeling.
Risk premium.
Risk profile.
Risk profiles.
Risk underwriting.
Risk-weighted assets.
Sovereign risk.
State bank.
Supervisory framework.
Tier 1 capital.
Underwriting.
Universal bank.
Universal banking.
United States.
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.
Notes:
Description based on print version record.
Contributor:
Avramova, Sofiya.
Le Leslé, Vanessa.
Other format:
Print Version:
ISBN:
1475502656:
9781475502657
ISSN:
1018-5941
Publisher Number:
10.5089/9781475502657.001
Access Restriction:
Restricted for use by site license.
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