RWA Calculator

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Application Screenshot:
RWA Calculator
Application Details:
Version: 1.0
Upload Date: 19 Jan 12
Developer: Jeff Cutler
Distribution Type: Freeware
Downloads: 14
Size: 425 Kb

Rating: 4.0/5 (Total Votes: 1)

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RWA Calculator - An open source application to calculate RWA based on advanced IRB rules under Basel II. Currently three retail Basel asset classes are provided, revolving, mortgages, and other retail. The application is useful if you deal with Basel II compliance in your organization. The Basel III rules still apply for the retail formulas.


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