This site calculates the internal ratings-based risk weight of one exposure, together with risk-weighted assets and the 8% capital requirement. It exists because the same numbers are usually locked inside bank systems or spreadsheets, and because the formula is short enough to be checked line by line.
It is built and maintained by a credit risk practitioner. It is not affiliated with, endorsed by, or connected to any bank, supervisor or vendor.
What it does and does not do
- It applies the supervisory IRB risk weight function for corporate, residential mortgage, qualifying revolving retail and other retail exposures.
- It covers two regimes: CRR3 from 2025 and CRR before 2025.
- It does not apply the firm-size adjustment for SMEs, the 1.25 multiplier for large financial sector entities, double default treatment, or any national add-on.
- It does not store your inputs, and it has no accounts, no uploads and no portfolio features.
Sources
Regulation (EU) No 575/2013 (CRR), Articles 153 and 154, as amended by Regulation (EU) 2024/1623 (CRR3), and the Basel Framework chapter CRE31.