October 09, 2015

“Treasury risks” and the zero percent risk weight for Treasuries, do seem a bit like odd bedfellows.

Sir, I refer to Robin Wigglesworth’s “Treasury risk rises as debt ceiling looms” October 9.

I just want to point out how strange it is to read about Treasury risks, in a world in which no one discusses the zero percent risk weights for Treasury, that set when determining the risk-weighted capital requirements for banks.

@PerKurowski ©  J