Basel III
Basel IV
CRR3
RWA
credit risk
capital
SA
regulatory capital

Basel III/IV RWA Credit Risk Calculator

Calculates Risk-Weighted Assets under the Basel III/CRR3 Standardised Approach. Covers all major exposure classes with full CRR3/Basel IV risk weight table. Produces capital requirement calculations and an AP2 risk parameter mandate.

Tool URL: https://ainumbers.co/tools/201-basel-rwa-calculator.html AP2/Policy Mandate export: yes

post/v1/tools/calculate_basel_rwa

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/calculate_basel_rwa
  • Auth: none declared

Request body

framework'crr3' | 'b3' required
exposuresobject[] required

Response

Successful tool execution result

total_eadnumber
total_rwanumber
capital_reqnumber

8% minimum capital requirement

tier1_minnumber
cet1_minnumber
avg_rw_pctnumber
output_floornumber

72.5% output floor (CRR3)

Changes

No recorded changes to this operation across all 1 revision of this API.