Related Books

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
Heterogeneity of Bank Risk Weights in the EU
Language: en
Pages: 48
Authors: Rima Turk-Ariss
Categories: Business & Economics
Type: BOOK - Published: 2017-06-15 - 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
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
International Convergence of Capital Measurement and Capital Standards
Language: en
Pages: 294
Authors:
Categories: Bank capital
Type: BOOK - Published: 2004 - Publisher: Lulu.com

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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