Riskvägt

Riskvägt is a term used in financial regulation to describe the assignment of risk weights to a bank's exposures, producing risk-weighted assets (RWA). The weights reflect the relative risk of each asset or off-balance-sheet item and are used to determine the minimum capital banks must hold to absorb potential losses. RWA is calculated by multiplying the exposure amount (or credit conversion factor for off-balance-sheet items) by the assigned risk weight and summing across all exposures. The approach aims to align capital requirements with the risk profile of a bank's asset portfolio.

Regulatory frameworks such as Basel I, II, and III provide methods to determine risk weights, including standardized approaches with predefined weights and internal ratings-based approaches using a bank's own risk assessments (subject to supervisory approval). In practice, common examples range from low weights for cash or high-quality government securities to higher weights for residential mortgages, corporate loans, and equity exposures. In many regimes, mortgages may carry 50–100% weights, corporate exposures often 100%, and equities or certain securitizations may carry higher weights such as 150%.

Riskvägt concepts face scrutiny for potential procyclicality, model risk, and regulatory arbitrage, and weights can vary across jurisdictions and over time as supervisory rules evolve. The concept remains central to capital adequacy and financial stability, serving as a mechanism to translate asset risk into required capital.