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The Basel Accords (I, II, III, and now IV) make extensive use of Risk-Weighted Assets (RWA). If this is the table of risk weights for
The Basel Accords (I, II, III, and now IV) make extensive use of "Risk-Weighted Assets" (RWA). If this is the table of risk weights for Risk-Weighted Assets ... Risk Weight as a Percent of Principal for Expsures to Countries, Banks, and CorporationsUnder Basel II's Standardized Approach AAA A+ BBB+ BB+ B+ Below to AA- to A- to BBB- to BB- to B- B- Unrated Country* Banks** Corporation Uninsured 0 20 20 20 50 50 50 50 100 100 100 100 35% for all 100 100 100 150 150 150 100 50 100 *Includes exposures to the country's central bank. **National supervisors have options as outlined in the text ... And you assets are ... U.S. Treasury debt (Rated AAA) $5,000,000 Deposits at Wells Fargo Bank (Rated A+) $10,000,000 Uninsured residential mortgages $4,000,000 ADM Corporate Bonds (Rated A) $8,000,000 Total Assets $27,000,000 What is the amount of your RWA
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