Risk weights

• Infrastructure

Regulatory capital volatility

Basel II

• 01 May 2001

• Infrastructure

Weighting for risk

Basel II

• 01 May 2001

• Risk management

Regulatory capital volatility

When the consultation period ends, what calibration of risk weights will Basel finally decide on? Here, Esa Jokivuolle and Samu Peura demonstrate that the ratings sensitivity of risk weights may require Basel to think more carefully about the…

• 01 May 2001