$ OPEN SOURCE · BUILT AFTER HOURS

Risk-Weighted Assets,
computed at the speed of polars.

A high-performance Python engine for CRR (Basel 3.0) and Basel 3.1 (PRA PS1/26) — Standardised, F-IRB and A-IRB approaches. Millions of exposures in seconds, audited across ~5,300 tests.

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$ uv add rwa-calc

50–100×

Faster than reference impl.

~5,300

Regulatory test cases

2 frameworks

CRR · Basel 3.1

Active dev

Pre-1.0 · not production-ready

Risk-Weighted Assets, computed at the speed of polars.

Risk-Weighted Assets,
computed at the speed of polars.