Revisiting Risk Weighted Assets

This book PDF is perfect for those who love Business & Economics genre, written by Vanessa Le Leslé and published by International Monetary Fund which was released on 01 March 2012 with total hardcover pages 50. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Revisiting Risk Weighted Assets books below.

Revisiting Risk Weighted Assets

Author	: Vanessa Le Leslé
File Size	: 45,9 Mb
Publisher	: International Monetary Fund
Language	: English
Release Date	: 01 March 2012
ISBN	: 9781475502657
Pages	: 50 pages

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Revisiting Risk Weighted Assets by Vanessa Le Leslé Book PDF Summary

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.

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Revisiting Risk Weighted Assets by Vanessa Le Leslé

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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. We find that banks with higher RWA had lower stock returns over the US and European crises. This relationship is weaker in Europe where banks

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