CH & Co.: RWA Density - What Lies Behind This Underrated Financial Ratio

The objective of this article is to provide a new angle to the study of RWA density. The worth of this ratio, created and largely used by financial analysts, has long been underestimated by banks. Yet as analyses show, this tool may enable a more subtle approach to risk appraisal within a financial institution.

The first part of this article will cover the origins of the ratio and the history of its use in financial analysis. The second part will showcase its characteristics and behavioural

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