Risk-Weighted Assets (RWA) Risk Levels
(From Safest to Highest Risk)
1. Treasury Bills: 4%
2. Agency Mortgage-Backed Securities (MBS): 5%
3. Non-US BBB+ Rated Sovereign Bonds (Hedged): 6%
4. Non-Agency Mortgage-Backed Securities (Investment Grade): 7%
5. Home Equity Lines of Credit (Investment Grade): 8%
6. Corporate Bonds (Investment Grade): 6%
7. Mortgage-Backed Securities (Senior/Mezzanine): 7%
8. Private Placement Credit: 10%
9. Mortgage-Backed Securities (Primary/Equity): 14%-16%