Basel Committee publishes report on RWAs in the banking book

April 5, 2016

The Basel Committee on Banking Supervision has published a second report on risk-weighted assets (RWAs) in the banking book, as part of its Regulatory Consistency Assessment Programme (RCAP) to ensure full and effective implementation of the Basel III framework.

The full report is available here on the website of the Bank for International Settlements. An outline of AxiomSL’s solution for the Basel capital calculations is available by clicking here.