Risk-weighted assets (rwas)
In the Basel III world, traders know their business must deliver a target return on equity, or risk being shut down – but working out the capital cost, or benefit, of a trade at inception is so difficult...
There is a magic number in bank capital rules – 5,000 trades – below which portfolios qualify for a lower margin period of risk. Some dealers are now trying to cut their books down to size. Others...
Dividing the over-the-counter market into cleared and uncleared products creates extra risk and inefficiency, critics claim – it also creates an opportunity for services that can repair the damage. Start-ups...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Risk-weighted assets (rwas) articles
With Basel III expected to provide an incentive for further integration of data management and analytics into an enterprise-wide risk management platform, in this sponsored feature Moody’s Analytics discusses the key challenges institutions face when...
Deutsche Bank retains its title in a 12-month period that was enlivened by the return of volatility to Japanese markets, recent jitters in fixed income and a continuing debate about whether regulation is making markets less liquid. By Tom Newton
Committee may introduce new floors on internal model outputs, after a report on RWAs for credit risk in the banking book found wide variations in bank practices
Regulators planning follow-up to trading book study that revealed huge variation in modelled RWA numbers
Basel III is forcing banks around the world to reduce their risk-weighted asset numbers. Some have set up specific teams to do so, but how will these traders fit into a remuneration system that focuses on revenue generation? By Michael Watt
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
USA, 9th Dec 2013
USA, 10th Dec 2013
UK, 18th Dec 2013
UK, 12th Feb 2014
UK, 13th Feb 2014
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