Risk-weighted assets: Difference between revisions

Revision as of 14:09, 14 June 2019

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Regulatory Capital Anatomy™
The JC’s untutored thoughts on how bank capital works.

Capital Requirements Regulation: 575/2013/ (EUR Lex) \| BIS publications: BIS capital requirements for bank exposures to central counterparties \| leverage ratio \| RWA \| portfolio risk \| systemic riskIndex: Click ᐅ to expand: Regulatory Capital

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Compare with leverage ratio: a measure introduced in Basel III to capture risks that the RWA measure wasn’t capturing.

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-Compare with [[leverage ratio]], a measure introduced in basel III to capture risks that the [[RWA]] measure wasn’t capturing.
+Compare with [[leverage ratio]]: a measure introduced in [[Basel III]] to capture risks that the [[RWA]] measure wasn’t capturing.
+{{sa}}
+*[[Leverage ratio]]