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DOCUMENT DESCRIPTION

This document provides a simplified view at the calculation of capital requirement for a risky position as a function of PD. This document is compliant with Basel II Accord.

The usual disclaimers apply.

Got a question about the product? Email us at [email protected] or ask the author directly by using the form to the right. If you cannot view the preview above this document description, go here to view the large preview instead.

Source: Risk-Weighted Asset (RWA) Calculator Excel document

 

Risk-Weighted Asset (RWA) Calculator

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It applies to Investment Banking

File Type: Excel (xlsx)

File Size: 45.8 KB

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Initial upload date (first version): May 28, 2013
Most recent version published: May 16, 2020

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