Allow me to mention a few scattered areas from which progress should be expected: ●  One element that is essential for guaranteeing systemic stability is the method of measuring risk-weighted assets (RWA), the denominator of capital adequacy ratios. RWA measures have recently attracted increasing attention from market analysts, banks and supervisory authorities.
It has been argued that the methodologies for computing RWA may not be comparable across institutions and, especially, across jurisdictions, and that they should more properly reflect risk in order to avoid ultimately jeopardising financial stability. These problems highlight the relevance of supervisory practices in determining banks’ capital requirements (for example, in validating internal banks’ models for calculating risk weights).