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Risk Weighted Assets (Quelltext anzeigen)
Version vom 28. November 2007, 11:13 Uhr
, 11:13, 28. Nov. 2007keine Bearbeitungszusammenfassung
Risk-Weighted Assets
In terms of the minimum amount of capital that is required within banks and other institutions, based on a percentage of the assets, weighted by risk.
Notes:
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 a mortgage loan that is secured with collateral.
In terms of the minimum amount of capital that is required within banks and other institutions, based on a percentage of the assets, weighted by risk.
Notes:
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 a mortgage loan that is secured with collateral.
