ConceptRWA / Risk-Weighted Assets
Risk-Weighted Assets
A core metric under the Basel Accord framework for measuring a bank's capital adequacy ratio. Different risk weights are assigned by asset type and credit risk; higher risk weights consume more capital, making this a key regulatory constraint on bank underwriting and asset off-balancing behavior.
Timeline (last 90 days)
Oct 14
Under the Basel Accord framework, the risk weights for corporate loans and data center project loans are typically between 50% and 150%, and underwriting such debt consumes a large amount of a bank's risk-weighted assets and lowers its capital adequacy ratio.
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