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...

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Detalhes bibliográficos
Autor principal: Avramova, Sofiya
Outros Autores: Le Lesle, Vanessa
Formato: Periódico
Idioma:English
Publicado em: Washington, D.C. : International Monetary Fund, 2012.
Colecção:IMF Working Papers; Working Paper ; No. 2012/090
Acesso em linha:Full text available on IMF