Credible capital: regulators prepare to tackle RWA divergence
Credible capital
When risk managers at DNB Nor in Oslo were poring over disclosures made by another Nordic bank early last year, they spotted something odd. The second bank, a rival in northern European shipping finance, was claiming the risk of the borrowers in its portfolio was far lower than that of DNB Nor’s customers – even though the two banks are thought to have near-identical books of business.
That upset DNB Nor enough for it to raise the issue in a May 2011 response to the Norwegian government’s green
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