Basel Committee responds to RWA dispute
Roldán says the standards and implementation group of the Basel Committee will investigate risk-weighted assets
The chair of the Basel Committee's standards implementation group says it will look at discrepancies in the way global banks calculate risk-weighted assets (RWAs) – a response to rising concern about the issue from regulators and market participants.
RWAs are pivotal to the implementation of Basel II and III, since minimum capital requirements are expressed as a ratio of capital to RWAs. As a result, market observers worry variations in the way banks come up with RWAs could threaten the
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