Basel Credit Risk Weight Calculation


  • The module does Risk computations based on external credit ratings and RBI defined Risk weight factors after taking consideration of CRM (Credit Risk Mitigant) Securities.
  • An improvement over the above method is the IRB (Internal Risk Based) system which is also included in this module.


  • The solution sources the Bank’s Credit data from its CBS, i.e. individual Account wise outstanding balances, their External Ratings and the CRM securities available.
  • The solution is capable of computing exposure wise Risk weights and delivering Customer wise, Account wise, Rating wise Summary and List reports within an hour and a half with total accuracy. The module is also equipped with an MOC (Memorandum of Changes) interface through which all Audit required changes are made on the data.
  • The extended version which allow Banks use the IRB method, whereby their own Internal Ratings for pools of Retail lending are used is also available.
  • Furthermore, D2K has, using Statistical modules on very large sets of        Banking data created the predictive AIRB (Advanced Internal Rating          Based) method.