Risk glossary

 

Risk-weighted assets (RWAs)

Risk-weighted assets are used to determine the minimum amount of regulatory capital that must be held by banks to maintain their solvency. This minimum is based on a risk assessment for each type of bank risk exposure: credit, market, operational, counterparty and credit valuation adjustment risks. The riskier the asset, the higher the RWA and the greater the amount of regulatory capital required.

Click here for articles on risk-weighted assets. 

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