Concern over accuracy of RWAs grows

A weight on their minds


Fixing global bank capital standards has been a bit like mending a leaky roof. Regulators can spend months plugging holes in one area, only for another leak to be spotted elsewhere. While the Basel Committee on Banking Supervision has worked flat out for more than two years to fix the perceived shortcomings of Basel II, a gaping hole has become more and more obvious – namely, huge variations in the risk-weighted assets (RWAs) calculated by banks. Analysts and regulators are poking around the iss

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