Änderungen

Risk-Weighted AssetsIn terms This term was introduced in connection with the Basel I/II agreements. It describes the basis of a bank's assets that determine the minimum amount of Tier 1 capital that is required within banks and other institutions, based on a percentage of the assets, weighted by riskbank requires.  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 a lot riskier than a mortgage loan that is secured with collateralplain cash holdings.