basel-rwa-credit

Official

Automate Basel III credit risk RWA calculations.

Authorpanaversity
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This skill automates the computation of Basel III Standardised Approach (SA) credit risk RWA by translating exposure data into approved risk weights, EADs, and capital requirements, reducing manual errors and enabling consistent regulatory reporting.

Core Features & Use Cases

  • Risk-weight table lookups for Sovereigns, Banks, and Corporates
  • EAD calculation using CCF and exposure types (including off-balance-sheet)
  • Support for Retail and Residential Mortgage exposures as per Basel III SA
  • Clear RWA outputs and guidance suitable for regulatory filing and internal risk dashboards

Quick Start

Input your portfolio exposure data and run basel-rwa-credit to compute SA RWA outputs and risk weights.

Dependency Matrix

Required Modules

None required

Components

Standard package

💻 Claude Code Installation

Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.

Please help me install this Skill:
Name: basel-rwa-credit
Download link: https://github.com/panaversity/agentfactory-business-plugins/archive/main.zip#basel-rwa-credit

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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