RWA Model Dashboard

RWA Calculator

Basel III Risk-Weighted Assets calculation based on IRB approach

Selected Counterparty

Acme Corporation

Banking | Europe

PD (Point-in-Time)

4.27%

Last reviewed: Not reviewed

RWA

$122,370,939

Base calculation

RWA Density

260.91%

RWA / EAD

RWA Flowchart

Select a module to view details. Calculated for Acme Corporation

PIT PD Module

4.2724%

Input

TTC PD Module

3.6742%

Input

LGD Module

56.2607%

Input

EAD Module

$46,902,024

Input

Correlation Module

17.3891%

AVC Module

1.2500

Maturity Module

1.2763

Capital Requirement

20.8726%

RWA Module

$122,370,939

Output

RWA Density

260.9076%

Output