risk weighted assets

  • Goldman Sachs

    Goldman Only Needs $600 Billion To Prevent Financial Armageddon Now

    Lloyd & Co. (don’t forget Gary!) are doing their part—and then some—to make regulators feel better about things.

    / Aug 8, 2013 at 4:55 PM
  • This assumes for no particular reason that everyone should have a 10% capital ratio, and then looks at percentage point changes from that ratio if you normalized the risk weighting.

    News

    Some Banks Think Some Borrowers Are Riskier Than Other Banks Think They Are

    It’s become fashionable to make fun of the Basel risk-based capital rules for being overly complicated and subject to gamesmanship. “Why should we risk-weight assets at all?” people ask, for some reason. “Just look at simple leverage and assume that all assets are equally risky!” Sure okay. The problems with treating all risks the same […]

    / Jul 8, 2013 at 5:38 PM
  • vitter brown capital 2

    Banks

    Some Senators Think Big U.S. Banks Could Use An Extra Trillion Dollars Or So Of Capital

    There’s a surprisingly large and vocal group of people who think that capital ratio requirements for large banks should be much higher than they are now (like, 15+%), and that those ratios should be based on total assets rather than any sort of regulatory risk-weighting. It’s surprising not because those are especially bad or counterintuitive […]

    / Apr 5, 2013 at 5:46 PM
  • Find the synthetic CDOs.

    News

    Everybody Wins With Bespoke Synthetic CDOs

    Bloomberg this week had an article about how bespoke synthetic CDOs are coming back in vogue, and various people have fretted about that, because synthetic CDOs are scary, financial crisis, etc. And, sure, it’s certainly possible that the next financial crisis will be exactly like the last, only with more Cyprus.1 But today let’s talk […]

    / Mar 22, 2013 at 1:20 PM
  • not to scale

    News

    Bank Of England, Everyone Else, Thinks Banks Are Lying About Capital

    Aaahhh I love the Bank of England’s latest Financial Stability Report. I mean: I haven’t read it, per se. But it follows the wonderful official-sector-report layout of blandly apocalyptic text running down the right side and lovely charts running down the left, so you can close one eye and it’s a delight. The charts are […]

    / Nov 29, 2012 at 12:00 PM
  • News

    Vikram Pandit Wants To Crowdsource Bank Risk Management

    A thing you might want is for investors to be able to understand the financial situation of the companies they invest in. Traditionally, that is a thing that many people want, anyway.* Much of our system of corporate finance is dedicated to that and it mostly works okay. A place where it breaks down a […]

    / Jan 11, 2012 at 2:07 PM

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