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mContucci / repository
A simple tool to visualize how Risk Weights (RW) evolve with PD, LGD, and Maturity, based on the CRR 575/2013 formula. Outputs an interactive 3D HTML plot with a maturity slider.
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This project generates an interactive HTML output of the Risk Weight (RW) calculation function, based on the regulatory formula defined in CRR 575/2013, Article 153 (page 97). By multiplying RW by the EAD (Exposure At Default), you obtain the RWA (Risk-Weighted Assets): RWA = RW × EAD
To illustrate how RW behaves as the following parameters vary:
The result is displayed in: