IRB RWA Calculator

This calculator is designed to calculate Risk Weighted Asset (RWA) under Internal Rating Base approach for wholesale and retail transactions.

Guidance for Input Fields

Input any amount.

Input values in decimal places. For example, for PD of 2.5%, input 0.025

Input values in decimal places. For example, for LGD of 40%, input 0.4

Input number in days

Input any amount in EUR

Yes or No

Optional field. Use to derive RW for defaulted exposures. For BEEL of 4.5%, input 0.045

Optional field. Please input if known.

Mandatory field required for RW% derivation

12.5 multiplied by K

Yes or No