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, ...

Learn how risk-weighted assets are used to determine solvency ratio requirements under the Basel III accord, and see how capital requirements have increased.

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) ...

MOSCOW (Reuters) - Russia's two biggest banks, Sberbank and VTB, experienced a sharp rise in higher-risk-weighted exposures during the three months to the end of September, data from their ...

Risk-weighted assets (RWAs): Risk-weights are assigned to assets according to estimates of the risk of those The higher the estimated risk, the higher the risk-weight factor and the greater the ...

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% ...

On December 30, JPMorgan kept an Overweight rating on Citigroup Inc. (NYSE:C) after the bank said it plans to sell its ...

One of the fundamental challenges in banking is that – at any point in time – a bank’s capital base is pretty much fixed, while opportunities and risk are not. That makes it hard to ensure an ...

Even under stress, none of the banks is expected to breach the minimum regulatory CRAR requirement of 9 percent, though two banks may need to dip into the capital conservation buffer (CCB) under ...