Finalyse CRR3 Validation Toolkit provides an efficient way for banks to validate the implementation of RWA calculations and be better prepared for CRR3 in 2025. Our experts have designed this unique tool which is able to perform Standardized calculations on the entire portfolio of the bank, which is used for the output floor as stipulated by the regulation. With this toolkit, leverage Finalyse’s CRR2 and CRR3 test cases simulation engine for generating exhaustive test cases covering the bank’s portfolio.
In essence, the tool works in the following ways:
- Reads input text files with integrated data model for the calculation engine. Alternatively, leverage open-source code to transform into use cases for validation
- Performs Standardized RWA calculations for different configurations (CRR2, D424 (Basel IV), CRR3) with credit-risk mitigant allocation
- Demonstrates each stage of workflow and produces compatible output for comparing results