One of the most dramatic changes to the banking industry since the financial crisis is the rollout of new capital requirements for banks. Banks today are required to hold higher levels of capital, ...

Banks aren't using the right models to calculate risk-weighted assets, and are thus coming up with skewed results and using them to determine their Tier 1 ratios. That's Jamie Dimon's (NYSE:JPM) ...

NEW YORK, June 22 (Reuters Breakingviews) - It’s time for bank regulators to get heavy on risk weighting. The financial and euro zone crises have shown the drawbacks of using banks’ home-grown models ...

Background. As part of an international effort to recalibrate how banks calculate their risk‑based capital, U.S. bank regulatory agencies (the “Agencies”) recently proposed major changes to how banks ...

Morgan Stanley expanded its risk-weighted asset reduction target, a move that will help the Wall Street bank's capital levels under new rules and potentially boost shareholder returns. Morgan Stanley ...

Andy Smith is a Certified Financial Planner (CFP®), licensed realtor and educator with over 35 years of diverse financial management experience. He is an expert on personal finance, corporate finance ...

The Basel Committee on Banking Supervision's (BCBS) Standardised Approach to Counterparty Credit Risk (SA-CCR) was introduced to improve the risk sensitivity of capital framework for derivatives ...

The European Central Bank on Monday fined the European unit of Goldman Sachs 6.6 million euros, or around $7.2 million, for credit-risk reporting errors. The bank under-reported the credit risk ...