Examples of 'risk-weighted' in a sentence
Meaning of "risk-weighted"
Risk-weighted (verb): The process of assigning different levels of risk to different assets or activities, often used in the context of financial regulations to determine capital requirements
How to use "risk-weighted" in a sentence
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risk-weighted
Methods to calculate risk-weighted exposure amounts.
It relates equity to assets held risk-weighted.
Calculation of the risk-weighted exposure amounts.
Capital requirements are expressed as a percentage of risk-weighted assets.
Reduction in risk-weighted exposure amounts.
A tightening of credit in privileged risk-weighted sectors.
Calculating risk-weighted exposure amounts.
There will be a tightening of credit in privileged risk-weighted sectors.
Equity risk-weighted assets are also presented in this section.
Tangible common equity to risk-weighted assets.
Adjustment to the risk-weighted exposure amount due to maturity mismatches.
Own funds in relation to risk-weighted assets.
Calculating risk-weighted exposure amounts and expected loss amounts.
Regulatory capital and risk-weighted assets.
Risk-weighted assets and capital requirements by method and category of exposure.
See also
Counterparty credit risk capital requirement and risk-weighted assets.
Originator institutions ' calculation of risk-weighted exposure amounts securitised in a synthetic securitisation.
For five years we have been reducing wholesale risk-weighted assets.
Calculation of risk-weighted exposure amounts under the internal ratings based approach.
The capital ratios are expressed as a percentage of regulatory capital to risk-weighted assets.
The fund will be financed by risk-weighted contributions from the banks.
In complex environments, tallying strategies have been found to be superior to risk-weighted alternatives.
Measured in risk-weighted assets, the size of the investment bank will be halved.
It is earnings after tax less the equity charge, a risk-weighted cost of capital.
The risk-weighted assets then form the basis for calculating capital requirements.
Regulators are already talking about imposing leverage ratios, as well as limits on risk-weighted assets.
The risk-weighted amount calculated by the institution for the hypothetical transaction shall be reported.
A more complicated thing is to assess the performance and link it to the risk-weighted capital.
Risk-weighted items are a measure of the total risk of loss associated with a bank's activities.
But the committee has been taking a closer look at banks ' calculations of risk-weighted assets.
The risk-weighted exposure amounts for retail exposures shall be calculated according to the following formulae.
Banks can also implement their own methodologies for the determination of risk-weighted assets.
Calculating risk-weighted exposure amounts and expected loss amounts in case of partial protection and tranching.
By contrast, credit risk accounts for the vast majority of risk-weighted assets in most banks.
Include now all risk-weighted assets and also Treasury.
Banking sector The capital adequacy ratio is the ratio between regulatory capital and risk-weighted assets.
The same status should apply to exposures to 0 % risk-weighted multilateral development banks and international organisations.
Risk-weighted exposure amounts for securitised exposures shall be calculated in accordance with Chapter 5.
Be the institution buying protection shall calculate risk-weighted exposure amounts in accordance with Chapter 4.
Of the risk-weighted assets of the other activities of the group the ‘Core Division.
Where Creg - regulative capital of a microcredit deposit organization Аr - risk-weighted assets of a microcredit deposit organization.
Risk-weighted exposure amounts for securitised exposures shall be calculated in accordance with Subsection 4.
The overall EU parent institution's consolidated risk-weighted exposure amounts for credit and dilution risk.
Risk-weighted Assets are assets calculated by applying a riskweight factor to on and off-balance sheet exposure.
The institution uses the IRB Approach to calculate risk-weighted exposure amounts and expected loss amounts ;.
The risk-weighted exposure amount after applying the SME supporting factor shall be reported.
Largest nominal and risk-weighted Group exposures.
Risk-weighted assets after guarantee EUR billion.
The TCE ratio is calculated by dividing TCE by risk-weighted assets RWAs.
Institutions calculating the risk-weighted exposure amounts under the IRB Approach shall disclose the following information.
