风险权重是一种衡量投资组合总体风险大小的一种方法,估算不同种类投资的风险大小,给每种投资一个权重值,表示它在多种投资方式中的重要性。
...数公式的自变量为上述风险资产的四个(信用)风险要素, 3 因 变量是反映该风险资产的信用风险水平的风险权重(Risk Weight, RW),它与违约时暴 露(EAD)的乘积就是该风险资产的风险加权资产(Risk-Weighted Asse...
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In terms of different kind of asset, risk rated ratio is bigger, the effect on capital adequacy ratio is bigger.
就不同类型的证券化资产而言,风险权重越高的证券化资产对银行资本充足率的影响越大,反之则越小。
参考来源 - 资产证券化对中国商业银行资本充足率的影响研究·2,447,543篇论文数据,部分数据来源于NoteExpress
按照巴塞尔协议II的处理,对银行的资产分配非常低的风险权重来达到。
This was achieved by assigning very low risk weightings to a bank's assets under the Basel II treatment.
随着风险权重的上升和杠杆化的风靡一时,欧洲银行购买此类资产的能力正在下降。
With risk weightings on the rise, and leverage ratios all the rage, the capacity of European Banks to purchase these assets is shrinking.
由于经济下行被考虑进银行风险模式中,资产的风险权重提高了,这也迫使银行留存更多的资金。
The risk weightings on assets are rising as the effects of the downturn feed through into banks’ risk models, forcing them to set aside more capital.
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