RCAP on outcomes: thematic assessments

The Basel Committee's assessments of regulatory outcomes seek to ensure that the prudential ratios calculated by banks are consistent across banks and jurisdictions. The Committee's initial focus is on banks' calculation of risk-weighted assets (RWA, or the denominator of the Basel risk-based capital ratio) for credit risk, counterparty credit risk and market risk.

Differences in the application of the standards can lead to variations in the risk-based capital ratios. Therefore, thematic assessments distinguish between variations in RWA based on risks and those based on practices.

Latest thematic assessment (April 2016)

Regulatory consistency assessment programme (RCAP) - Analysis of risk-weighted assets for credit risk in the banking book

This report is the second by the Basel Committee to analyse variation in risk-weighted assets (RWA) in banks using internal ratings-based models to calculate credit risk capital requirements.