Under Basel III, analysis of eligible capital and deductions are fully embedded during the risk weighted asset
calculation, which represents a significant change from Basel II.
The risk weighted asset
ratio, CRAR (capital to risks assets ratio), and the core CRAR were at 13.
The current estimate is that the transaction will result in a 30 September 2015 pro forma decrease in risk weighted assets
of approximately 0.
With regard to Capital Adequacy, CBE revealed that Capital Base to Risk weighted assets
remained unchanged in June from March at 13.
1 per cent positive impact on its common equity tier 1 capital resulting from a reduction of its risk weighted assets
Nykredit plans on holding equity capital of at least DKK63bn by 2019, which translates to 15 percent of its risk weighted assets
76 per cent of the total credit risk weighted assets
Value Partners, a leading management consultancy firm in the Middle East, said it has identified strategies for banks in the Gulf region to help them reduce the risk weighted assets
(RWA) and optimise capital.
04 trillion) of risk weighted assets
that are linked to sovereign bonds -- rather than the zero amount that regulators are counting on.
Risk weighted assets
connected with the disposal are not material, the company said.
A study by Bain & Co has revealed that Nordic banks' average return on risk weighted assets
just about covers cost-of-capital.
Basel II allows banks to calculate its risk weighted assets
either using the standardised approach or based on the bank's internal ratings based (IRB) approach.