Basel RWA Scenario Modeler

Run SA-CR, F-IRB, and A-IRB RWA scenarios simultaneously across a configurable synthetic credit portfolio. Compare RWA under each approach, apply the Basel 3.1 output floor (72.5%), and see percentile distributions across Monte Carlo book samples. Natural chain partner to ART-07. UK PRA PS1/26 go-live January 1, 2027. Client-side. Zero PII.

AP2 Export Chains: ART-07 · QFA-02 UK PRA Jan 1, 2027 JS Parallel · 3 Approaches Zero PII

🔒 Synthetic portfolio only. No real loan book data. Runs entirely in your browser.

⚠ Educational/simulation only. SA-CR risk weights per BCBS d424 / UK PRA PS1/26. F-IRB and A-IRB parameters are indicative. Not for regulatory reporting.

Scenarios to run

SA-CR (Standardised) F-IRB (Foundation IRB) A-IRB (Advanced IRB) Output-Floor Constrained

Portfolio parameters

Total EAD (£ billions)

Asset class mix

Monte Carlo scenarios

Avg F-IRB PD (%)

1.5%

Average probability of default, F-IRB approach

F-IRB LGD (%)

45%

F-IRB: supervisory LGD (45% unsecured, 25% secured)

A-IRB avg PD (%)

1.2%

Average PD, bank-estimated (A-IRB — typically lower than F-IRB)

A-IRB avg LGD (%)

32%

Bank-estimated LGD, A-IRB (typically lower than supervisory 45%)

Scenario comparison — central estimate

Output floor analysis (72.5% of SA-CR)

Percentile distribution (Monte Carlo)

Chain to ART-07 & QFA-02

→ ART-07 Basel Delta → QFA-02 VaR Engine

Ask your agent

Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this exact tool, with this sample, and verify the artifact.

Run the AINumbers MCP tool `compute_rwa_scenarios`. Task: Run SA-CR, F-IRB, and A-IRB RWA scenarios in parallel across a synthetic credit portfolio with output-floor comparison at 72.5%.
Call it with arguments: {"policy_parameters":{}}
Verify before trusting: this node computes in your browser, so the MCP endpoint returns no execution_hash. Run the tool in the page, export the Policy Mandate artifact it produces, and call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with that artifact.
Return the ledger link https://ledger.ainumbers.co/ so a human can re-verify without contacting us.
PII rule: All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Open the tool with the sample prefilled: https://ainumbers.co/chaingraph/sim-03-basel-rwa-scenario-modeler.html#p=v1.H4sIAAAAAAAA_wECAP3_e31Dv6ajAgAAAA