One of the most dramatic changes to the banking industry since the financial crisis is the rollout of new capital requirements for banks. Banks today are required to hold higher levels of capital, ...

Banks aren't using the right models to calculate risk-weighted assets, and are thus coming up with skewed results and using them to determine their Tier 1 ratios. That's Jamie Dimon's (NYSE:JPM) ...

European bank balance sheets are shrinking. Barclays Capital analysts note first-quarter declines at 15 of the 25 largest quoted banks in Europe, with banks reporting on average balance sheets 3% ...

WELLINGTON (Reuters) - The Reserve Bank of New Zealand (RBNZ) said on Friday it will tighten rules on how banks calculate risk weighted assets to help insulate the financial sector from risk and bring ...

Background. As part of an international effort to recalibrate how banks calculate their risk‑based capital, U.S. bank regulatory agencies (the “Agencies”) recently proposed major changes to how banks ...

On 10 June 2021, the Basel Committee on Banking Supervision published a preliminary proposed framework for the prudential treatment of cryptoasset exposures based on classification cryptoassets (the ...

Morgan Stanley expanded its risk-weighted asset reduction target, a move that will help the Wall Street bank's capital levels under new rules and potentially boost shareholder returns. Morgan Stanley ...

WASHINGTON — Jeremiah Norton, a board member of the Federal Deposit Insurance Corp., said Wednesday that regulators should consider proposing a stronger leverage ratio for banks to help protect the ...

Weighted risk functionals have been extensively studied to date. Indeed, this versatile class of risk functionals has enjoyed a variety of applications in risk management and insurance, and it has ...