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Capital

Risk-Weighted Assets

Also known as RWA

Risk-weighted assets (RWA) are a bank's assets and off-balance-sheet exposures scaled by their credit risk. RWA is the denominator of every risk-based capital ratio, so it determines how much capital a bank must hold.

Formula

RWA = Σ (Exposure × Risk Weight) + Off-Balance-Sheet & Market-Risk Components

Each asset gets a risk weight set in 12 CFR Part 217 — 0% for cash and Treasuries, 20% for agency MBS, 50% for many mortgages, 100% for most commercial loans, up to 1,250% for some securitizations. Schedule RC-R sums the weighted exposures into total RWA.

Why it matters

RWA translates a bank's asset mix into a single risk-adjusted base. Two banks with identical total assets can have very different RWA — a Treasury-heavy bank far less than a commercial-loan-heavy one — and therefore very different capital requirements.

How to interpret

Read RWA against total assets: 'RWA density' (RWA ÷ assets) reveals how risky the balance sheet is. A high density signals a loan-heavy, higher-risk mix; a low density signals a securities-heavy, lower-credit-risk book — though that book may still carry interest-rate risk that RWA ignores.

Thresholds

RangeLabelInterpretation
Low density (< 50%)Conservative mixAsset base tilted to low-risk-weight holdings.
50-70%TypicalBalanced asset mix for a commercial bank.
70-90%Loan-heavyHigher-risk-weight, credit-intensive balance sheet.
> 90%AggressiveDense, high-risk-weight book demanding more capital.

Worked example

A $2 billion-asset bank with $1.3 billion of RWA has a 65% RWA density. A peer of the same size holding mostly Treasuries and agency MBS might show $900 million of RWA (45% density) — and so need far less capital for the same CET1 ratio.

Frequently asked

Why use risk-weighted assets instead of total assets?

Total assets treat a Treasury bill and a construction loan identically. Risk-weighting scales each exposure by its credit risk so capital requirements track the actual riskiness of the balance sheet.

Does RWA capture interest-rate risk?

Largely no. RWA is built around credit risk (plus market and operational risk at large banks). The interest-rate risk that drove 2023's unrealized losses is not reflected in standard RWA, which is why the leverage ratio and AOCI matter alongside it.

Direction: Lower is betterUnits: $Call report: Schedule RC-RBrowse banks

Sources

  • FFIEC Call Report Schedule RC-R (Regulatory Capital)
  • 12 CFR Part 217 Subpart D (Risk-Weighted Assets)

See RWA across 4,335 US banks

BankRegReports ranks every FDIC-insured institution by RWA, refreshed quarterly within 48 hours of FFIEC release.