rwa_calculator

Look up UK CRR (Capital Requirements Regulation) credit risk rules. Use when you need SA risk weights, IRB parameters, CCFs, credit risk mitigation haircuts, slotting tables, supporting factors, provision treatment, or exposure classification under the current CRR framework (EU 575/2013 as onshored, effective until 31 Dec 2026).

Look up Basel 3.1 / PRA PS1/26 credit risk rules. Use when you need new SA risk weights (including RE loan-splitting, ECRA/SCRA, corporate sub-categories), IRB parameter floors, output floor mechanics, CCF changes, CRM method changes, slotting updates, or any difference between CRR and Basel 3.1. Effective 1 Jan 2027.