Riskipainotuskäyrät

Riskipainotuskäyrät, known in English as risk-weighted curves or risk weighting curves, are graphical representations used in finance and risk management. They illustrate how different types of assets or exposures are assigned varying degrees of risk weighting by regulatory bodies. These weightings are crucial for determining the amount of regulatory capital a financial institution must hold against those assets.

The concept is that certain assets are inherently riskier than others. For example, a loan to a highly stable government might have a lower risk weight than a loan to a speculative startup or an investment in complex derivatives. Risk-weighted curves visually depict these assigned weightings, often showing a spectrum of risk from very low to very high.

These curves are fundamental to calculating a bank's or other financial institution's risk-weighted assets (RWA). RWA is a key metric used in prudential regulation, such as under Basel Accords, to ensure that institutions have sufficient capital to absorb potential losses. The higher the risk weighting assigned to an asset, the more capital the institution must hold against it.

The specific shape and values of these curves are determined by regulatory frameworks and can be influenced by factors like credit quality, maturity, and the nature of the counterparty. They are a mechanism for regulators to encourage or discourage certain types of lending and investment by adjusting the capital requirements associated with them, thereby influencing the overall stability of the financial system.