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) ...

The nation's largest banking companies expect their risk-weighted assets to balloon under Basel III, but none believe they will have to sell additional stock to shore up their capital ratios. Instead, ...

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 ...

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 ...

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 ...

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 ...