Revisiting Risk-Weighted Assets /

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 calculat...

সম্পূর্ণ বিবরণ

গ্রন্থ-পঞ্জীর বিবরন
প্রধান লেখক: Avramova, Sofiya
অন্যান্য লেখক: Le Lesle, Vanessa
বিন্যাস: পত্রিকা
ভাষা:English
প্রকাশিত: Washington, D.C. : International Monetary Fund, 2012.
মালা:IMF Working Papers; Working Paper ; No. 2012/090
অনলাইন ব্যবহার করুন:Full text available on IMF
LEADER 01641cas a2200253 a 4500
001 AALejournalIMF011768
008 230101c9999 xx r poo 0 0eng d
020 |c 5.00 USD 
020 |z 9781475502657 
022 |a 1018-5941 
040 |a BD-DhAAL  |c BD-DhAAL 
100 1 |a Avramova, Sofiya. 
245 1 0 |a Revisiting Risk-Weighted Assets /  |c Sofiya Avramova, Vanessa Le Lesle. 
264 1 |a Washington, D.C. :  |b International Monetary Fund,  |c 2012. 
300 |a 1 online resource (48 pages) 
490 1 |a IMF Working Papers 
500 |a <strong>Off-Campus Access:</strong> No User ID or Password Required 
500 |a <strong>On-Campus Access:</strong> No User ID or Password Required 
506 |a Electronic access restricted to authorized BRAC University faculty, staff and students 
520 3 |a 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. 
538 |a Mode of access: Internet 
700 1 |a Le Lesle, Vanessa. 
830 0 |a IMF Working Papers; Working Paper ;  |v No. 2012/090 
856 4 0 |z Full text available on IMF  |u http://elibrary.imf.org/view/journals/001/2012/090/001.2012.issue-090-en.xml  |z IMF e-Library