Risk Weighted Assets: Unterschied zwischen den Versionen
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| − | + | This term was introduced in connection with the Basel I/II agreements. It describes the basis of a bank's assets that determine the amount of Tier 1 capital a bank requires. The idea of risk-weighted assets is a move away from having a static requirement for capital. Instead, it is based on the riskiness of a bank's assets. For example, loans that are secured by a letter of credit would be weighted a lot riskier than plain cash holdings. | |
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| − | The idea of risk-weighted assets is a move away from having a static requirement for capital. Instead, it is based on the riskiness of a bank's assets. For example, loans that are secured by a letter of credit would be weighted riskier than | ||
Version vom 3. Dezember 2007, 15:37 Uhr
This term was introduced in connection with the Basel I/II agreements. It describes the basis of a bank's assets that determine the amount of Tier 1 capital a bank requires. The idea of risk-weighted assets is a move away from having a static requirement for capital. Instead, it is based on the riskiness of a bank's assets. For example, loans that are secured by a letter of credit would be weighted a lot riskier than plain cash holdings.
