Total Assets’ versus ‘Risk Weighted Assets’

The Bank Recovery and Resolution Directive (BRRD) foresees a minimum requirement for eligible liabilities and own funds (MREL) that banks need to comply with, to ensure the effectiveness of the bail-in tool. In the context of a discussion is on how MREL should be constructed in practice, this paper looked at alternative ways to compute … Continue reading Total Assets’ versus ‘Risk Weighted Assets’