Risk-weighted assets (RWA)
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3 жыл бұрынAn RWA is used to determine the minimum amount of regulatory capital that must be held by banks to maintain their solvency. This minimum is based on a risk assessment for each type of bank risk exposure; credit, market, operational, counterparty and credit valuation adjustment risks.
#securitiesfinance #glossary
@praveensinghish 2 жыл бұрын
Risk weights determines risk part in the exposure. (Hypothetical scenario) If entire exposure to a corporate is risky then risk weight assigned should be 100%. Can you please let me know why sometimes we risk weight assigned to be 125% or 150%.
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