If the bank attaches a 10% risk weight to the loan, the risk-weighted equivalent is $20,000. If the amount of bank capital needed to protect that risk-weighted equivalent is 10%, then the bank requires just $2,000 of its own capital to fund the mortgage, $198,000 of which the bank itself borrows.
比如，考虑一笔200,000美元的贷款，用途为购买一套235,000美元的房子。如果银行赋予这笔贷款10%的风险权重，则其风险加权等价值为20,000美元。如果保护这一风险加权等价值所需要的银行资本比重为10%，则银行只需要拿出2,000美元的资本就可以发起这笔贷款，其余198,000美元都是银行借来的。