your market intelligence analyst
Search Results
Edit Save
2,451 results
The global financial crisis highlighted a number of weaknesses in the regulatory framework, including concerns about excessive variability in banks' risk-weighted assets (RWAs) stemming from their use of internal models. The Basel III reforms that were finalised in 2017 by the Basel Committee on Banking Supervision seek to reduce this excessive RWA variability. This paper develops a novel approach to measuring RWA variability - the variability ratio - by comparing a market-implied measure of RWAs with banks' reported regulatory RWAs.

Financial Services

Business Issues

Companies - Public

Companies - Venture Funded

Financial Results

Global Markets

Global Risk Factors

Government Agencies

Information Technologies

Job Titles

Legal and Regulatory

Political Entities


Strategic Scenarios



  • Actions
    • Bookmark and Share: Allows you to Bookmark the page for easy future retrieval and sharing with colleagues
    • Email: Opens a pop-up window where you can write a message to the recipient of the email
    • Copy URL: Copies the URL of the requested document for pasting in an email or other document
    • Previous Versions: Only shown if essentially the same document has been republished
  • Saved Searches and Alerts
    • Save your search for later viewing & updates by clicking the blue "Save" button to the right of the search box. 

Click here for more info on Search Results.