A PRACTITIONER'S GUIDE TO BASEL III AND BEYOND - PwC (1).pdf
Risk-weighted assets are the denominator in the calculation to determine the solvency ratio under the provisions of the Basel III final rule. The solvency ratio, known as the risk-based capital ratio, is calculated by taking the regulatory capital divided by the risk-weighted assets. The solvency ratio determines the minimum amount of common equity banks must maintain on their balance sheets. Risk-weighted assets are a financial institution's assets or off-balance-sheet exposures weighted according to the risk of the asset. Basel III increased the amount of common equity the banks must hold. For example, under Basel III, banks are required to hold 4. Basel III is a comprehensive regulatory measure passed in the wake of the credit crisis that seeks to improve risk management for financial institutions.
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