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Configuration
Exposure Portfolio — up to 8 exposures
Exposure Class
Rating / Sub-class
EAD / Exposure Value ($)
Framework
About This Tool
Corporate Exposures (CRR3)
Rating BandRW
AAA / AA20%
A50%
BBB75%
BB100%
Below BB150%
Unrated / IG65%
Unrated / Non-IG100%
Residential Mortgage (CRR3)
Risk weight is a function of LTV ratio. Ranges from 20% (LTV ≤ 50%) to 70% (LTV > 100%). CRR3 introduced split treatment for owner-occupied vs. income-producing real estate.
Output Floor (CRR3 Art. 465)
Banks using Internal Ratings-Based (IRB) approach must hold capital of at least 72.5% of SA RWA by 2030 (phased in from 2025 at 50%). This tool computes SA RWA as the floor reference.
Regulatory Reference
BIS BCBS 189 (Basel III, 2010 rev. 2011). CRR3: EU Regulation 2024/1623. Basel IV finalised standard December 2017.
Last Reviewed · 2025-01-15
RWA Results
Exposure-by-Exposure RWA Breakdown
# Exposure Class Rating / Sub-class EAD Risk Weight RWA % of Total
Total — 100%
Capital Commentary