Risk-weighted assets (RWA) calculator
Multiply each exposure by its risk weight and add market and operational RWA to get the denominator for your capital ratios.
| Exposure class | Exposure | Risk weight % | RWA |
|---|
How RWA is built
Credit risk-weighted assets are exposure × risk weight for each asset class. Total RWA also includes market risk and operational risk components. Under the finalised Basel III framework (RBC20.4), RWA is the higher of the sum of the internal-model-based components and 72.5% of the sum of the same components calculated using only standardised approaches, known as the output floor. This is subject to transitional arrangements.
Next step
Use the total RWA in the capital adequacy ratio calculator to get your ratios.
Frequently asked questions
What are risk-weighted assets?
Assets and off-balance sheet exposures multiplied by risk weights that reflect their riskiness. Capital ratios divide capital by RWA.
Which risk weights should I use?
The ones set by your regulator for each asset class and rating. They differ by jurisdiction and approach (standardised or internal ratings-based).
What is the output floor?
A limit on how low internal-model RWA can fall: total RWA cannot be below 72.5% of the RWA calculated with standardised approaches, subject to transition.
Sources: Basel Committee on Banking Supervision, Basel Framework (RBC20 calculation of minimum risk-based capital requirements; LEV20 leverage ratio) and Basel III international regulatory framework for banks, bis.org; BIS FSI summary of the capital conservation and countercyclical buffers. Checked 10 October 2026.