The European Banking Authority (EBA) has published a report on variability of risk-weighted assets (RWAs) for market risk portfolios. In the report, the EBA sets out conclusions from a market hypothetical exercise conducted in 2013 intended to assess the level of viability observed in market RWAs produced by banks’ internal models.

View Report on variability of risk weighted assets for market risk portfolios, 17 December 2013

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