Risk-Weighted Assets (Basel SA)
Credit RiskRWA and minimum capital requirement by exposure class and external rating, using the Basel standardized approach.
RWA = EAD × risk weight (Basel standardized approach). Capital requirement shown at the 8% minimum ratio — add any jurisdiction-specific buffers on top yourself.
Total EAD
2,20,00,000
Total RWA
90,00,000
Capital required (8%)
7,20,000
Exposure breakdown
| Exposure | Class | Rating | Risk weight | EAD | RWA |
|---|---|---|---|---|---|
| Sovereign bond book | Sovereign | AAA/AA | 0% | 1,00,00,000 | 0 |
| Corporate loan book | Corporate | BBB | 75% | 80,00,000 | 60,00,000 |
| Retail portfolio | Regulatory retail | — | 75% | 40,00,000 | 30,00,000 |