Bond Rating Amount in million Risk weights for CAR (APRA APS 120) RWA in $m for the bank buying the whole tranche Aaa $
Posted: Tue Jan 18, 2022 1:01 pm
Bond Rating
Amount in million
Risk weights for CAR
(APRA APS 120)
RWA in $m for the bank buying the whole tranche
Aaa
$ 30
20%
Aa1
$ 20
20%
Aa2
$ 10
20%
Aa3
$ 5
20%
A1
$ 5
50%
A2
$ 5
50%
A3
$ 5
50%
Baa1
$ 5
100%
Baa2
$ 5
100%
Baa3
$ 5
100%
Ba1
$ 5
350%
Total
m. However, if it does the deal e. If Clever Bank keeps all its loans on its balance sheet, its RWA would be exactly $ with Quick Money its RWA would be $ m. This is an capital management point of view. Did the actual riskiness of the assets change? (advantage/disadvantage) for a
Amount in million
Risk weights for CAR
(APRA APS 120)
RWA in $m for the bank buying the whole tranche
Aaa
$ 30
20%
Aa1
$ 20
20%
Aa2
$ 10
20%
Aa3
$ 5
20%
A1
$ 5
50%
A2
$ 5
50%
A3
$ 5
50%
Baa1
$ 5
100%
Baa2
$ 5
100%
Baa3
$ 5
100%
Ba1
$ 5
350%
Total
- Bond Rating Amount In Million Risk Weights For Car Apra Aps 120 Rwa In M For The Bank Buying The Whole Tranche Aaa 1 (17.8 KiB) Viewed 50 times