Risk-weighted Asset

UK RESIDENTIAL MORTGAGE RISK WEIGHTS THE IMPACT OF CP29/16 ON THE RESIDENTIAL MORTGAGE MARKET

On the 31st October 2016 the consultation period closed on new proposals by the Prudential Regulatory Authority (PRA), which are highly likely to alter the internal ratings based (IRB) approach that deposit institutions (banks and building societies) with residential mortgage lending portfolios will need to adopt when calculating their risk-weighted assets (RWA).