Basel Hits Banks On Calculating Risk-Weighted Assets

31 Jan 2013

The Basel Committee on Banking Supervision has issued a report that criticizes the wide variation on how banks calculate risk-weighted assets for market risk.

The Basel Committee on Banking Supervision has issued a report that criticizes the wide variation on how banks calculate risk-weighted assets for market risk. “While some variation in risk weightings should be expected, excessive variation arising from bank modeling choices is undesirable when it does not reflect actual ...

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