{
  "tool_id": "art-355-erba-standardized-rwa-calculator",
  "tool_version": "1.0.0",
  "display_name": "ERBA / Standardized RWA Calculator (Basel Endgame 2026)",
  "mcp_name": "compute_rwa_erba_2026",
  "mandate_type": "capital_assessment",
  "wave": 48,
  "gpu": false,
  "url": "https://ainumbers.co/chaingraph/art-355-erba-standardized-rwa-calculator.html",
  "description": "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). Runs an exposure book -- residential real estate by LTV band, retail (QRRE transactor/revolver, other retail), corporate (ECRA external-rating or SCRA unrated), SME support factor, off-balance-sheet CCFs -- through a chosen rule_set (2023 original NPR or 2026 reproposal) and returns per-exposure risk weights, aggregate RWA, and a receipt. rule_status stays proposed until the rule finalizes. Feeds compare_basel_2023_vs_2026 for the versus-2023 capital delta.",
  "input_schema_ref": "chaingraph/art-355-erba-standardized-rwa-calculator.html#manifest",
  "consumes": [],
  "feeds": [],
  "status": "live",
  "conformance_fixtures": true,
  "compute_capability": "server",
  "compute_images": [{"system":"sha256-source","image_id":"sha256:99791def46ab9a59fb40a172849acf5aa989fe19c873d272759c2ddf8bcfd80d","valid_from":"2026-07-10"},{"system":"risc0","image_id":"sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6","valid_from":"2026-07-19"}],
  "compute_proof": {
    "type": "ZkVmReceipt",
    "system": "risc0",
    "receiptFormat": "groth16-bn254",
    "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
    "seal": "HQFUUDkmF7I0EHLRB103qW5dsgFzUmwpN31cm4VP9wMu72/CpJmldDQZ2JTcg/QbE7QsYweL9OFy1RqZ4G3rpSdpeCf+KXLs1gvM5WoLBynxU1l3VyGqBBHewRwddqEPLusOTUs4TJrJzG+0vPhGCoTyYGIFza/vHTbDyqgLPzsnYoSosmoeTJH8yIu2nYxS2es4WEtOunzO+DfBoU0MtB+DB0De4k90Rh0iBLno+kKRiedTJP2VYXbHgMI+QlL5In+yuDZ1QsFkkLdPpXMWPV6BZzF4/233odEArdpUhUAIYuS4DM0jTfwmBMHyqPSJRzK+hELLRQq2MBifrqAcpA==",
    "journal": {
      "chaingraph_version": "0.4.0",
      "kernel_digest": "sha256:99791def46ab9a59fb40a172849acf5aa989fe19c873d272759c2ddf8bcfd80d",
      "output": {
        "aggregate_rwa": 1267250,
        "average_risk_weight": 63.204488778054866,
        "constants_version": "BASEL-TAKE2-ERBA-2026-07-17-V1",
        "disambiguation": "compute_rwa_erba_2026 computes per-exposure standardized/ERBA risk weights and aggregate RWA under a chosen Basel Endgame rule_set (2023 original NPR or 2026 reproposal). It does NOT run scenario replay (see sim-03-basel-rwa-scenario-modeler) and does NOT compare rule sets in one call (see compare_basel_2023_vs_2026, BT-3) -- run twice with different rule_set values for a delta.",
        "exposure_count": 5,
        "per_exposure": [
          {
            "basis": "residential_re_ltv_band",
            "category": "residential_re",
            "credit_equivalent_amount": 200000,
            "effective_risk_weight": 30,
            "exposure_amount": 200000,
            "id": "e1",
            "risk_weight": 30,
            "rwa": 60000,
            "sme_support_factor": 1
          },
          {
            "basis": "qrre_transactor",
            "category": "retail_qrre_transactor",
            "credit_equivalent_amount": 5000,
            "effective_risk_weight": 45,
            "exposure_amount": 5000,
            "id": "e2",
            "risk_weight": 45,
            "rwa": 2250,
            "sme_support_factor": 1
          },
          {
            "basis": "ecra_external_rating",
            "category": "corporate",
            "credit_equivalent_amount": 1000000,
            "effective_risk_weight": 75,
            "exposure_amount": 1000000,
            "id": "e3",
            "risk_weight": 75,
            "rwa": 750000,
            "sme_support_factor": 1
          },
          {
            "basis": "ecra_external_rating",
            "category": "corporate",
            "credit_equivalent_amount": 500000,
            "effective_risk_weight": 85,
            "exposure_amount": 500000,
            "id": "e4",
            "risk_weight": 100,
            "rwa": 425000,
            "sme_support_factor": 0.85
          },
          {
            "basis": "off_balance_ccf_unconditionally_cancellable_then_scra_unrated",
            "category": "off_balance",
            "credit_equivalent_amount": 30000,
            "effective_risk_weight": 100,
            "exposure_amount": 300000,
            "id": "e5",
            "risk_weight": 100,
            "rwa": 30000,
            "sme_support_factor": 1
          }
        ],
        "rule_set": "2026",
        "rule_set_label": "Basel III Endgame -- 2026 reproposal (BCBS/US NPR, comments closed 2026-06-18)",
        "rule_status": "proposed",
        "table_source": "Illustrative approximation of BCBS/US Basel III Endgame reproposal (2026-03-19) standardized/ERBA risk-weight bucket structure, contrasted against the original 2023 US NPR. NOT a verbatim regulatory-text transcription -- verify against the final published rule (~Q4 2026).",
        "total_exposure_amount": 2005000
      }
    }
  },
  "export_capability": [
    "json"
  ],
  "compute_proof_ready": "ready"
}