THE VARIABILITY IN RWA DENSITY
Autore: BRUNO
Categoria: Varia
Editore: GIAPPICHELLI EDITORE
Cod. Editore:
ISBN: 9791221101805
Pubblicazione: Giugno 2023
Pagine: 102
Prezzo: € 17,00
Descrizione
The variability of RWA density is a crucial element of capital adequacy requirement measuring. Despite all initiatives taken by banking regulators and supervisors, a number of questions are still open. Against this background, the Author highlights the im-portance of contain the determinants of this variability with a critical approach of literature review and regulation, providing a different perspective on some of those questions and set the conditions for shifting the attention from simple comparison across banks to an economic interpretation of their risk measures. The results point that regulation-specific factors which could mitigate RWA variability. The introduction of the Basel III reforms, and in particular the output floor measure, reduces RWA variability, with greater reductions in variability observed for higher calibrations of the floor.
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