Banks’ Risk Measurements Rarely Off By Much More Than A Factor Of Ten

From Dealbreaker
January 31, 2013 - 10:24am

Banks are opaque, or so I hear, and so the only way many people can stand to be around them is if they can have some sort of number to serve as a flashlight into all that opacity. One of the big numbers is Basel III risk-weighted assets, which are intended to, as the name… Continue reading »Follow Dealbreaker on Twitter or become a fan on Facebook.Tags: Basel, Basel III, BIS, RWAs, VaR


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