basel-capital

Name: basel-capital
Availability: InStock
Author: Panaversity

Compute and validate Basel III/IV capital adequacy metrics for banks.

28|19|Updated Mar 5, 2026

Search Tags:#regulatory #banking #basel #capital-adequacy #rwa #cet1 #capital-buffers

Ready to run

npx skills add https://github.com/panaversity/agentfactory-business-plugins --skill basel-capital

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: basel-capital
Source: https://github.com/panaversity/agentfactory-business-plugins/tree/main/banking/skills/basel-capital
Command: npx skills add https://github.com/panaversity/agentfactory-business-plugins --skill basel-capital

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

Understand and apply Basel III/IV capital adequacy concepts to banks, including CET1, AT1, Tier 1, Tier 2, RWA calculations, and regulatory buffers. This skill clarifies which components to load and how overlays affect jurisdiction requirements, enabling users to model capital adequacy across different regulatory regimes.

Core Features & Use Cases

Calculates core capital components (CET1, AT1, Tier 1, Tier 2) and total capital, along with risk-weighted assets (RWA) and capital ratios.
Documents applicable capital buffers (CCB, CCyB, G-SIB/D-SIB surcharges) and output floor considerations, with guidance for jurisdiction overlays.
Use Case: Generate a consolidated capital adequacy snapshot for a bank and compare it against regulatory minimums and required buffers.

Quick Start

Generate a Basel capital adequacy report for a bank using the provided balance sheet data.

Frequently Asked Questions about basel-capital

High-intent search queries and answers about installing and using this skill.

FAQPage Schema

How do I calculate Basel III capital adequacy ratios for a bank?▼

To calculate Basel III capital adequacy ratios, compute CET1, Tier 1, and Total Capital against risk-weighted assets (RWA). This skill applies jurisdiction overlays and standard buffers to generate a consolidated capital adequacy report from balance sheet data.

What is the difference between CET1, AT1, and Tier 2 capital components?▼

CET1, AT1, and Tier 2 represent distinct layers of bank capital. This skill calculates these core components to model total capital, clarifying how each sub-component contributes to overall regulatory compliance and buffer requirements.

How do I apply jurisdiction overlays and capital buffers like CCyB to RWA calculations?▼

Apply jurisdiction overlays and capital buffers by documenting standard requirements like CCB, CCyB, and G-SIB surcharges. The skill overlays these specific regulatory rules onto your RWA calculations to assess entity-level compliance.

Can I model Basel IV output floor considerations using standard balance sheet data?▼

Yes, you can model Basel IV output floor considerations using standard bank balance sheet data. The skill processes these inputs to document output floor impacts alongside required capital buffers for accurate entity-level assessments.

What data do I need to generate a consolidated bank capital adequacy snapshot?▼

You need bank balance sheet data and regulatory rules for jurisdiction overlays. The skill uses these inputs to produce a capital adequacy report comparing your calculated ratios against regulatory minimums and required buffers.

Does this approach work for assessing G-SIB and D-SIB surcharge requirements?▼

Yes, this approach works for assessing G-SIB and D-SIB surcharge requirements. The skill documents applicable capital buffers, including systemic surcharges, and integrates them into the final capital adequacy snapshot for entity-level reporting.