> ## Documentation Index > Fetch the complete documentation index at: https://docs.fincept.in/llms.txt > Use this file to discover all available pages before exploring further. # Calculate Credit Risk-Weighted Assets > Calculates credit risk-weighted assets (RWA) using either the Standardized Approach or Internal Ratings-Based (IRB) approach under Basel III. The Standardized Approach uses external credit ratings and fixed risk weights per asset class. The IRB approach uses bank's internal estimates of PD (Probability of Default), LGD (Loss Given Default), and maturity. Use this to determine capital requirements for credit portfolios, assess credit risk capital adequacy, and compare standardized vs. IRB treatment. [Tier: ENTERPRISE, Credits: 10] ## OpenAPI ````yaml api-specs/regulatory.json post /quantlib/regulatory/basel/credit-rwa openapi: 3.1.0 info: title: FinceptQuantLib API - Regulatory description: >- Pro-tier regulatory compliance and capital adequacy endpoints covering Basel III capital ratios and RWA calculations, SA-CCR counterparty credit risk exposure metrics, IFRS 9 expected credit loss provisioning, liquidity coverage ratios (LCR/NSFR), and stress testing capital projections. All endpoints require Pro tier access and consume 5 credits per request. version: 3.0.0 contact: name: Fincept API Support url: https://fincept.in servers: - url: https://api.fincept.in description: Fincept API Production Server security: - APIKeyHeader: [] tags: - name: quantlib-regulatory description: >- Regulatory compliance and capital adequacy calculations for Basel III, SA-CCR, IFRS 9, liquidity ratios, and stress testing. Pro tier required. x-displayName: Regulatory paths: /quantlib/regulatory/basel/credit-rwa: post: tags: - quantlib-regulatory summary: Calculate Credit Risk-Weighted Assets description: >- Calculates credit risk-weighted assets (RWA) using either the Standardized Approach or Internal Ratings-Based (IRB) approach under Basel III. The Standardized Approach uses external credit ratings and fixed risk weights per asset class. The IRB approach uses bank's internal estimates of PD (Probability of Default), LGD (Loss Given Default), and maturity. Use this to determine capital requirements for credit portfolios, assess credit risk capital adequacy, and compare standardized vs. IRB treatment. [Tier: ENTERPRISE, Credits: 10] operationId: credit_rwa requestBody: required: true content: application/json: schema: type: object required: - exposures properties: exposures: type: array description: List of credit exposures in the portfolio items: type: object required: - amount properties: amount: type: number description: Exposure amount (notional or EAD) asset_class: type: string description: >- Asset class (CORPORATE, SOVEREIGN, BANK, RETAIL, RESIDENTIAL_MORTGAGE, etc.) default: CORPORATE rating: type: string description: >- External credit rating (AAA, AA, A, BBB, BB, B, CCC, etc.) - used in standardized approach nullable: true pd: type: number description: Probability of Default (0-1) - used in IRB approach default: 0.01 nullable: true lgd: type: number description: Loss Given Default (0-1) - used in IRB approach default: 0.45 nullable: true maturity: type: number description: Effective maturity in years - used in IRB approach default: 2.5 nullable: true example: - amount: 5000000 asset_class: CORPORATE rating: BBB - amount: 3000000 asset_class: SOVEREIGN rating: AA method: type: string enum: - standardized - irb description: >- Calculation method: 'standardized' uses external ratings, 'irb' uses internal PD/LGD estimates default: standardized example: standardized examples: standardized_corporate_portfolio: summary: Standardized approach - corporate loan portfolio value: exposures: - amount: 5000000 asset_class: CORPORATE rating: BBB - amount: 3000000 asset_class: CORPORATE rating: A - amount: 2000000 asset_class: SOVEREIGN rating: AA method: standardized irb_advanced: summary: IRB approach - internal risk models value: exposures: - amount: 5000000 asset_class: CORPORATE pd: 0.015 lgd: 0.4 maturity: 3 - amount: 3000000 asset_class: CORPORATE pd: 0.008 lgd: 0.35 maturity: 2 method: irb responses: '200': description: Credit RWA calculated successfully content: application/json: schema: type: object properties: success: type: boolean example: true data: type: object properties: rwa: type: number description: Total risk-weighted assets for credit risk example: 6250000 method: type: string description: Method used for calculation example: standardized examples: standardized_result: summary: Standardized approach result value: success: true data: rwa: 6250000 method: standardized irb_result: summary: IRB approach result value: success: true data: rwa: 4820000 method: irb '401': $ref: '#/components/responses/UnauthorizedError' '402': $ref: '#/components/responses/InsufficientCreditsError' '422': $ref: '#/components/responses/ValidationError' components: responses: UnauthorizedError: description: Authentication information is missing or invalid content: application/json: schema: type: object properties: detail: type: string example: Invalid API key InsufficientCreditsError: description: Insufficient API credits to complete request content: application/json: schema: type: object properties: detail: type: string example: Insufficient credits. This endpoint requires 5 credits. ValidationError: description: Request validation error content: application/json: schema: type: object properties: detail: type: array items: type: object properties: loc: type: array items: type: string msg: type: string type: type: string example: detail: - loc: - body - cet1_capital msg: field required type: value_error.missing securitySchemes: APIKeyHeader: type: apiKey in: header name: X-API-Key description: >- API key for authentication. Get your key at https://api.fincept.in/auth/register ````