Search for the definition you are looking for.
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.