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, ...

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 ...

With much of the heavy lifting to bolster European banks’ capital ratios done, regulatory attention has shifted toward the risk-weighting of assets, write David Brierley and Vivien Mae Romo of SNL ...

The S&P Risk Parity Index Series provides a transparent, rules-based benchmark for equal-risk-weighted parity strategies. These indices construct risk parity portfolios by using futures to represent ...

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 ...

Steven Nickolas is a writer and has 10+ years of experience working as a consultant to retail and institutional investors. Khadija Khartit is a strategy, investment, and funding expert, and an ...

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 ...

Ginnie Mae is not budging on its proposal to put a 250% risk weight on gross mortgage servicing rights. Government loans and conforming loans held for sale would have a 20% risk weight. Other loans ...