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)