Revisiting Risk-Weighted Assets [electronic resource] Avramova, Sofiya.
- Washington, D.C. : International Monetary Fund, 2012.
- IMF eLibrary
IMF Working Papers; Working Paper No. 12/90.
IMF Working Papers; Working Paper No. 12/90
- Government document
1 online resource (48 p.)
- Local subjects:
- Accounting framework.
Bank for international settlements.
Bank of canada.
Bank of england.
Capital and Ownership Structure.
Government Policy and Regulation.
Level playing field.
Other Depository Institutions.
Probability of default.
Tier 1 capital.
- 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.
- Description based on print version record.
- Avramova, Sofiya.
Le Leslé, Vanessa.
- Other format:
- Print Version:
- Publisher Number:
- Access Restriction:
- Restricted for use by site license.
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