Related Books

Revisiting Risk-Weighted Assets
Language: en
Pages: 50
Authors: Vanessa Le Leslé
Categories: Business & Economics
Type: BOOK - Published: 2012-03-01 - Publisher: International Monetary Fund

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In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdiction
Revisiting Risk-Weighted Assets
Language: en
Pages: 50
Authors: Vanessa Le Leslé
Categories:
Type: BOOK - Published: 2015 - Publisher:

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In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdiction
Revisiting Risk-Weighted Assets
Language: en
Pages: 50
Authors: Vanessa Le Leslé
Categories: Business & Economics
Type: BOOK - Published: 2012-03-01 - Publisher: International Monetary Fund

DOWNLOAD EBOOK

In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdiction
How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis
Language: en
Pages: 38
Authors: Mr.Sonali Das
Categories: Business & Economics
Type: BOOK - Published: 2012-01-01 - Publisher: International Monetary Fund

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We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk
Heterogeneity of Bank Risk Weights in the EU
Language: en
Pages: 48
Authors: Rima Turk-Ariss
Categories: Business & Economics
Type: BOOK - Published: 2017-06-09 - Publisher: International Monetary Fund

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Concerns about excessive variability in bank risk weights have prompted their review by regulators. This paper provides prima facie evidence on the extent of ri