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'''Risk Weighted Assets''' (RWA) is terminology introduced by the [[Basel II]] and subsequent regul ...

...identified deterioration in the value of any asset or group of subsets of assets, they are not freely available to meet unidentified losses which may subseq ...hted assets to the extent a bank uses the Standardised Approach for credit risk; and ...

...]] on November 2014 in the [[:Category:BCBS Operational Risk | Operational Risk]] category. ...rnal-model based estimates of credit, market and operational risk-weighted assets. The report also discusses the role of disclosure, implementation monitorin ...

...(asymptotic single factor risk model) is a simplified [[Credit Portfolio]] risk model that underpins the Basel II capital requirements * One year risk horizon ...

...assessment programme (RCAP) - Analysis of risk-weighted assets for market risk''. ...cy of risk-weighted assets for market risk. This analysis of risk-weighted assets in the trading book is part of the wider Regulatory Consistency Assessment ...

...g Supervision]] on March 2016 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ''Reducing variation in credit risk-weighted assets - constraints on the use of internal model approaches - consultative docume ...

...upervision]] on December 2017 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...al crisis, a wide range of stakeholders lost faith in banks' reported risk-weighted capital ratios. The Committee's own empirical analyses also highlighted a w ...

...upervision]] on November 2019 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...ires disclosure of sovereign exposures and the corresponding risk-weighted assets by individual currency.</p> ...

...g Supervision]] on April 2016 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...assessment programme (RCAP) - Analysis of risk-weighted assets for credit risk in the banking book''. ...

...Supervision]] on October 2015 in the [[:Category:BCBS Credit Risk | Credit Risk]] category. ...Programme (RCAP) - Report on risk-weighted assets for counterparty credit risk (CCR)''. ...

* asset quality – non-performing assets (net NPA ratio) * profitability (return on assets) and ...

...ssment Programme (RCAP) - Second report on risk-weighted assets for market risk in the trading book''. ...rt on the regulatory consistency of risk-weighted assets (RWAs) for market risk in the trading book. This study is a part of its wider Regulatory Consisten ...

...addition, total eligible provisions may include any discounts on defaulted assets.<ref>BCBS, International Convergence of Capital Measurement and Capital Sta ...fference in Tier 2 capital up to a maximum of 0.6% of credit risk-weighted assets. At national discretion, a limit lower than 0.6% may be applied ...

...: ensuring the consistency of outcomes initially focusing on risk-weighted assets</li> ...round the end September 2012. The two Level 3 assessments of risk-weighted assets in the banking book and trading book will deliver initial findings to the B ...

...upervision]] on November 2015 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...blished in October 2013 and December 2014. Further revisions to the market risk rules have since been made, and the Committee expects to finalise the stand ...

...ng Supervision]] on June 2019 in the [[:Category:BCBS Market Risk | Market Risk]] category. ...risk-weighted ratio estimates, the definition of capital and risk-weighted assets (RWAs) can also differ (eg tangible common equity (TCE) or Tier 1 or common ...

...]] on February 2018 in the [[:Category:BCBS Operational Risk | Operational Risk]] category. ...isk (including provisions for prudential treatment of assets), operational risk, the leverage ratio and credit valuation adjustment (CVA);</li> ...

...operational risk, the leverage ratio and credit valuation adjustment (CVA) risk;</li> <li>risk-weighted assets (RWAs) as calculated by the bank's internal models and according to the sta ...

...dictions and has been found to be a driver of variability in risk-weighted assets. The Committee is therefore reviewing the use of national discretions with ...[[Variability]], [[Capital Framework]], [[National Discretions]], [[Credit Risk]] ...

<li>enhancing risk capture;</li> <li>addressing liquidity risk; and</li> ...