A bank’s capital adequacy ratio measures its capital buffer as a proportion of risk‑adjusted credit exposures. The capital adequacy ratio (CAR) expresses how much capital a bank holds compared to its ...

Frédéric Zana, a senior quant, and Eric Rossignol, who heads the securitisation quant team, developed a closed-form formula ...

European bank balance sheets are shrinking. Barclays Capital analysts note first-quarter declines at 15 of the 25 largest quoted banks in Europe, with banks reporting on average balance sheets 3% ...

Feb 14 (Reuters) - 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 ...