OpenChainGraph Suite · ART-355 · Basel Endgame 2026 · Credit Risk

ERBA / Standardized RWA Calculator

Run an exposure book through the credit-risk expanded risk-based approach (ERBA) / standardized-approach risk-weight tables for the 2026 Basel Endgame reproposal (BCBS/US NPR, reproposed 2026-03-19, comments closed 2026-06-18, final expected ~Q4 2026) — residential real estate by LTV band, retail (QRRE transactor/revolver, other retail), corporate (ECRA external-rating or SCRA unrated), SME support factor, and off-balance-sheet CCFs. Choose rule_set 2026 or the original 2023 NPR to see the capital delta on your own book (OpenChainGraph Suite).

Rule Status: PROPOSED, Not Final Basel Endgame 2026 Standardized / ERBA Illustrative Constants
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Rule Set
2026 = the reproposal text (relief-oriented). 2023 = the original, stricter US NPR. Run twice to see the delta.
Exposures (JSON array)
Fields: id, category (residential_re | retail_qrre_transactor | retail_qrre_revolver | retail_other | corporate | off_balance), exposure_amount, ltv (residential_re), external_rating (corporate/off_balance), investment_grade_unrated (bool), sme (bool), commitment_type (off_balance: under_1y | over_1y | direct_credit_substitute | note_issuance_uw | unconditionally_cancellable).
Per-Exposure Detail
IDCategoryExposureCredit Equiv.RW %SME FactorEff. RW %RWA
Basis
rule_set_label
constants_version
rule_status
Execution Hash (SHA-256)







  

    
Ask your agent

    
  

  
Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this exact tool, with this sample, and verify the artifact.

  
Run the AINumbers MCP tool `compute_rwa_erba_2026`. Task: Credit-risk expanded risk-based approach (ERBA) / standardized-approach RWA calculator per the 2026 Basel Endgame reproposal (BCBS/US NPR, reproposed 2026-03-19, comments closed 2026-06-18, final expected ~Q4 2026).
Call it with arguments: {"policy_parameters":{"rule_set":"2026","exposures":[{"id":"e1","category":"residential_re","exposure_amount":200000,"ltv":75},{"id":"e2","category":"retail_qrre_transactor","exposure_amount":5000},{"id":"e3","category":"corporate","exposure_amount":1000000,"external_rating":"BBB"},{"id":"e4","category":"corporate","exposure_amount":500000,"sme":true,"external_rating":"BB"},{"id":"e5","category":"off_balance","exposure_amount":300000,"commitment_type":"unconditionally_cancellable"}]}}
Verify before trusting: call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with the parameter `claimed_hash` set to the returned `execution_hash`, passing the full artifact the run returned (the object containing `policy_parameters` + `output_payload` + `execution_hash`; equivalently `policy_parameters` + `output_payload` with `claimed_hash`), not the bare hash string.
Return the ledger link https://ledger.ainumbers.co/ so a human can re-verify without contacting us.
PII rule: All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Open the tool with the sample prefilled: https://ainumbers.co/chaingraph/art-355-erba-standardized-rwa-calculator.html#p=v1.H4sIAAAAAAAA_wHTASz-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