Certificate of completion issued to
Cormac Foley
For completing
Risk-Weighted Assets Pathway
Completion date
03 Mar 2026
Delivered by
Accredited for
Certificate ID
c730cf9360b8526b2181802ea325ebb6
Join now to learn
Our pathways are only available to subscribers. Access this and 100s of other pathways by signing up.
About Risk-Weighted Assets Pathway
2 Learning modules
19 minutes of learning
4.8 rating
Foundational level
In this pathway, we will introduce you to Risk-Weighted Assets (RWAs) and explore their evolution under the Basel frameworks. We will delve into why RWAs are paramount in maintaining the financial stability of the banking system, how their risk weighting is determined, and how the Basel Committee on Banking Supervision (BCBS) sets the rules. This pathway will also cover the evolution of risk weights under Basel II and III, and consider the future of risk weights under Basel IV, including the introduction of operational risk, internal model approaches, and updated risk weight calculations.
In this pathway
Understand what Risk-Weighted Assets (RWAs) are and why they are used
Learn how the risk weighting of an asset is determined
Understand the role of the Basel Committee on Banking Supervision (BCBS)
Explore the evolution of risk weights under Basel II and III
Understand the impact of operational risk on RWA calculations
Learn about the Standardised and Internal Model approaches to risk weighting
Understand the rationale behind Basel III and Basel IV amendments
Identify key amendments in risk measurement approaches including for corporate and residential real estate exposures
Pathway experts
Sukhy Kaur
15 years: Debt capital markets
Sukhy has spent over 11 years working in investment banking. She started her career at Barclays Capital and then went onto join the hybrid capital desk at Credit Agricole, focusing on structuring and the initial regulatory developments of Basel 3. Continuing in the structuring space, she moved to the Capital Solutions desk at UBS Investment Bank.