Concern over accuracy of RWAs grows

A weight on their minds

Photo of Jose Maria Roldan

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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact info@risk.net to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Risk.net? View our subscription options

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here