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Revisiting Risk-Weighted Assets

Revisiting Risk-Weighted Assets »

Source: Revisiting Risk-Weighted Assets

Volume/Issue: 2012/90

Series: IMF Working Papers

Author(s): Sofiya Avramova , and Vanessa Le Leslé

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

ISBN: 9781475502657

Keywords: Regulation, Risk-weighted Assets, Basel I, II, III, banking, capital requirements, market risk, Revisiting Risk-Weighted Assets, Financial Institutions and Services: Government Policy and Regulation

In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital a...

Financial Stability In An Evolving Regulatory And Supervisory Landscape

Financial Stability In An Evolving Regulatory And Supervisory Landscape »

Source: Financial Stability In An Evolving Regulatory And Supervisory Landscape

Volume/Issue: 2013/47

Series: IMF Working Papers

Author(s): Yingbin Xiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2013

ISBN: 9781475529661

Keywords: Danish banks, regulation and supervision, macroprudential and microprudential policies, covered bonds, SIFI, bail-in, risk-weighted assets, mortgage, bonds, financial stability

This paper runs qualitative and quantitative analyses of the financial soundness of Danish banks. Helped by a series of Denmark's financial policy initiatives, banks have made progress in improving financial stabil...

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis »

Source: How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

Volume/Issue: 2012/36

Series: IMF Working Papers

Author(s): Sonali Das , and Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

ISBN: 9781463933791

Keywords: crisis, regulation, risk weighted assets, Basel III, banking, return on assets, dummy variables, standard errors, independent variables, Financial Institutions and Services: General

We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock r...

Public Sector Balance Sheet Strength and the Macro Economy

Public Sector Balance Sheet Strength and the Macro Economy »

Source: Public Sector Balance Sheet Strength and the Macro Economy

Volume/Issue: 2019/170

Series: IMF Working Papers

Author(s): Seyed Reza Yousefi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 August 2019

ISBN: 9781513508955

Keywords: Balance sheets, Sovereign wealth funds, Financial markets, Risk-weighted asset, Social security funds, Public sector balance sheet, Fiscal policy, Net financial worth, Net worth, balance sheet

This paper introduces concepts of public sector balance sheet (PSBS) strength, taking into account different aspects of what governments own in addition to what they owe. It develops measures of PSBS strength and i...

Revisiting Risk-Weighted Assets

Revisiting Risk-Weighted Assets »

Volume/Issue: 2012/90

Series: IMF Working Papers

Author(s): Sofiya Avramova , and Vanessa Le Leslé

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 March 2012

DOI: http://dx.doi.org/10.5089/9781475502657.001

ISBN: 9781475502657

Keywords: Regulation, Risk-weighted Assets, Basel I, II, III, banking, capital requirements, market risk, Revisiting Risk-Weighted Assets, Financial Institutions and Services: Government Policy and Regulation

In this paper, we provide an overview of the concerns surrounding the variations in the calculation of risk-weighted assets (RWAs) across banks and jurisdictions and how this might undermine the Basel III capital a...

Financial Stability In An Evolving Regulatory And Supervisory Landscape

Financial Stability In An Evolving Regulatory And Supervisory Landscape »

Volume/Issue: 2013/47

Series: IMF Working Papers

Author(s): Yingbin Xiao

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 25 February 2013

DOI: http://dx.doi.org/10.5089/9781475529661.001

ISBN: 9781475529661

Keywords: Danish banks, regulation and supervision, macroprudential and microprudential policies, covered bonds, SIFI, bail-in, risk-weighted assets, mortgage, bonds, financial stability

This paper runs qualitative and quantitative analyses of the financial soundness of Danish banks. Helped by a series of Denmark's financial policy initiatives, banks have made progress in improving financial stabil...

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis

How Risky Are Banks' Risk Weighted Assets? Evidence From the Financial Crisis »

Volume/Issue: 2012/36

Series: IMF Working Papers

Author(s): Sonali Das , and Amadou Sy

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 01 January 2012

DOI: http://dx.doi.org/10.5089/9781463933791.001

ISBN: 9781463933791

Keywords: crisis, regulation, risk weighted assets, Basel III, banking, return on assets, dummy variables, standard errors, independent variables, Financial Institutions and Services: General

We study how investors account for the riskiness of banks' risk-weighted assets (RWA) by examining the determinants of stock returns and market measures of risk. We find that banks with higher RWA had lower stock r...

Public Sector Balance Sheet Strength and the Macro Economy

Public Sector Balance Sheet Strength and the Macro Economy »

Volume/Issue: 2019/170

Series: IMF Working Papers

Author(s): Seyed Reza Yousefi

Publisher: INTERNATIONAL MONETARY FUND

Publication Date: 06 August 2019

DOI: http://dx.doi.org/10.5089/9781513508955.001

ISBN: 9781513508955

Keywords: Balance sheets, Sovereign wealth funds, Financial markets, Risk-weighted asset, Social security funds, Public sector balance sheet, Fiscal policy, Net financial worth, Net worth, balance sheet

This paper introduces concepts of public sector balance sheet (PSBS) strength, taking into account different aspects of what governments own in addition to what they owe. It develops measures of PSBS strength and i...