Bank Capital · Risk
T201 · T202 · T203 · T204
Basel IV · IFRS 9
CET1 · RWA · RAROC
Zero PII
Basel IV Capital Stress Lab
Model how your loan-book CET1 ratio moves under a macro shock. Composes four AINumbers tools — Basel IV standardized-approach RWA, a credit stress workbench, RAROC break-even pricing, and an IFRS 9 stage-migration matrix — into a single boardroom-ready workflow. Set the portfolio mix, pick a stress scenario, and read the capital headroom, the break-even pricing shift, and the stage-1 → stage-3 expected-credit-loss path. Export a Policy Mandate suitable for board / acquirer review.
Basel IV Min CET1
4.5%
+ buffers ≈ 10.5–13%
Output Floor
72.5%
Standardized floor on IRB
Scenarios
3
Mild · Moderate · Severe
Asset Classes
5
Sovereign · Corp · SME · Retail · MBS
IFRS 9 Stages
3
12-mo ECL · Lifetime · Default
Schema
v1.0
@postoaklabs.com/basel-iv-stress-v1
Stress Scenarios
Bank Inputs
Total gross loans
Tier-1 common equity
Incl. capital conservation buffer
Probability-of-default uplift
Loss-given-default add-on
Average gross asset yield
Portfolio Mix (must sum to 100%)
Total: 100%
Deterministic · client-side · ~40 ms runtime
Panel 01 · RWA & CET1
Risk-Weighted Assets & Capital Headroom
Basel IV standardized-approach RWA by asset class; pre / post stress
| Asset Class | Exposure (USD) | Base RW | Stressed RW | Base RWA | Stressed RWA |
|---|
CET1 Ratio — Pre vs. Post-Stress
Base CET1
Post-stress CET1
— — Regulatory minimum
Panel 02 · RAROC Break-Even
Pricing Under Stress
Required yield for risk-adjusted return on capital ≥ hurdle rate
Panel 03 · IFRS 9 Stage Migration
Stage 1 → 2 → 3 Migration Matrix
Expected credit loss (12-mo / lifetime) recomputed under shock
| From → To | Stage 1 | Stage 2 | Stage 3 | Row Total |
|---|