SIG to keep an open mind on RWA probe, says Himino
The Basel Committee’s standards implementation group has begun an investigation into RWA consistency, but chair Ryozo Himino says there might be good reasons for discrepancies
There could be good reasons for discrepancies in the risk-weighted asset (RWA) figures reported by banks, and the Basel Committee on Banking Supervision will keep an open mind, says Ryozo Himino, chair of the Basel Committee's standards implementation group (SIG), which is leading an investigation into RWAs.
The lack of consistency in RWA figures has been highlighted by a number of analysts, bankers and regulators over the past year – and a study by Risk last July showed significant differences
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