IRBA simulation
Compare standardised and internal-ratings approaches for a credit portfolio under CRR III. Explore five exposure classes, SME adjustments and the 72.5% output floor.
IRBA audit (banking pool)Try itVisuApps
Visualisations around the IRBA audit in the pool context — rating models, pool data flows, responsibility, severity grades and use-test.
Apps
Compare standardised and internal-ratings approaches for a credit portfolio under CRR III. Explore five exposure classes, SME adjustments and the 72.5% output floor.
IRBA audit (banking pool)Try itEstimated PD vs. final PD as a 2D distribution curve. Three MoC A/B/C sliders shift the final curve, Δ-RWA add-on live.
IRBA audit (banking pool)Try itA central pool node connects to pilot banks, central method actor, central IT actor and supervisor. Particle flows, an edge click shows format, frequency, owner and audit question.
IRBA audit (banking pool)Try itThe Basel IRBA corporate formula as a 3D surface — PD (log) × LGD → risk weight. Sliders for PD/LGD/M, a marker wanders across the surface.
IRBA audit (banking pool)Try itWant to use these apps in your courses? Let’s find out what works for you.
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