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Risk Weighted Assets (Quelltext anzeigen)
Version vom 3. Dezember 2007, 15:37 Uhr
, 15:37, 3. Dez. 2007keine Bearbeitungszusammenfassung
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 requirements for a bank's core 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.