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...

Полное описание

Библиографические подробности
Главный автор: Avramova, Sofiya
Другие авторы: Le Lesle, Vanessa
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2012.
Серии:IMF Working Papers; Working Paper ; No. 2012/090
Online-ссылка:Full text available on IMF