Basel III/IV Credit RWA Calculator

Calculate credit Risk-Weighted Assets (RWA) under the Basel III/IV Standardised Approach (CRR3 / Basel IV output floor effective 2025–2028). Input counterparty type, exposure, external rating, and collateral. Outputs RWA, minimum capital requirement (Pillar 1), and comparison across Basel approaches.

⚠ This tool applies Basel IV/CRR3 Standardised Approach risk weights as published. Internal model (IRB) results and jurisdiction-specific deviations may differ. Always verify with your regulatory capital team. Static reference data only — not regulatory advice.

Credit Risk Pillar 1 Zero PII Client-Side

Scope & reliance — 🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only. Risk weights are static reference values per CRR3/Basel IV SA as of May 2026. Verify against current primary sources before relying on any output for regulatory reporting or capital planning. Deterministic logic · no inference · zero PII · CC BY 4.0.

⚙ Global Settings

Jurisdiction

Minimum CET1 Ratio

Capital Conservation Buffer

Countercyclical Buffer (CCyB)

Current Firm CET1 Ratio (%)

📋 Exposure Portfolio (up to 5 rows)