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risk-weighted assets

См. также в других словарях:

  • Risk-Weighted Assets — In terms of the minimum amount of capital that is required within banks and other institutions, based on a percentage of the assets, weighted by risk. The idea of risk weighted assets is a move away from having a static requirement for capital.… …   Investment dictionary

  • Risk-Weighted Assets — Les Risk Weighted Assets (RWA), ou actifs à risques pondérés ou encore actifs pondérés par le risque, correspondent au montant minimum de capital requis au sein d une banque ou d autres institutions financières en fonction de leur niveau de… …   Wikipédia en Français

  • risk-weighted assets — /ˌrɪsk ˌweɪtɪd æsets/ plural noun assets which include off balance sheet items for insurance purposes …   Dictionary of banking and finance

  • Weighted average cost of capital — The weighted average cost of capital (WACC) is the rate that a company is expected to pay to finance its assets. WACC is the minimum return that a company must earn on existing asset base to satisfy its creditors, owners, and other providers of… …   Wikipedia

  • Weighted Average Cost Of Capital - WACC — A calculation of a firm s cost of capital in which each category of capital is proportionately weighted. All capital sources common stock, preferred stock, bonds and any other long term debt are included in a WACC calculation. All else equal, the …   Investment dictionary

  • National Asset Management Agency — Agency overview Formed Late 2009 Jurisdiction Ireland …   Wikipedia

  • Capital adequacy ratio — (CAR), also called Capital to Risk (Weighted) Assets Ratio (CRAR), is a ratio of a bank s capital to its risk. National regulators track a bank s CAR to ensure that it can absorb a reasonable amount of loss [Cite web |… …   Wikipedia

  • Capital requirement — The capital requirement is a bank regulation, which sets a framework on how banks and depository institutions must handle their capital. The categorization of assets and capital is highly standardized so that it can be risk weighted.… …   Wikipedia

  • Tier 1 capital — is the core measure of a bank s financial strength from a regulator s point of view. It is composed of core capital,[1] which consists primarily of common stock and disclosed reserves (or retained earnings),[2] but may also include non redeemable …   Wikipedia

  • Tier 1 Common Capital Ratio — A measurement of a bank s core equity capital compared with its total risk weighted assets. This is the measure of a bank s financial strength. The Tier 1 common capital ratio excludes any preferred shares or non controlling interests when… …   Investment dictionary

  • Bank regulation — Bank regulations are a form of government regulation which subject banks to certain requirements, restrictions and guidelines.Objectives of bank regulationThe objectives of bank regulation, and the emphasis, varies between jurisdiction. The most… …   Wikipedia


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