Regulatory & Risk Reporting

Data on this page

This page shows an RWA Trend chart (Q2 2024 through Q1 2025), an Exposure by Credit Rating breakdown (Investment Grade through CCC or below), and a Large Exposure Register listing three obligors with exposure amount, percentage of capital, and reporting classification (Reportable or Monitoring). The stat cards summarize total RWA ($4.29B, +4.4% QoQ), large exposures tracked (3), capital ratio (14.8%, above the 12% minimum), and sub-investment-grade share of the portfolio (76%).

What this agent does

This agent computes Basel risk-weighted assets from the underlying credit portfolio each period, tracks the resulting capital ratio against the regulatory minimum, and screens obligor-level exposure against large-exposure reporting thresholds — classifying obligors as Reportable once they cross the regulatory limit or Monitoring while approaching it. It also produces the exportable regulatory report package via the "Export Report" action.

Worked examples

• Vantage Infrastructure Group: $650M exposure equal to 4.2% of capital — classified Reportable.
• Bergman Industrial Holdings: $310M exposure equal to 2.0% of capital — classified Monitoring, below the reportable threshold but still tracked.
• Total RWA rose from $3.82B in Q2 24 to $4.29B in Q1 25, a +4.4% QoQ increase, while the capital ratio of 14.8% remains above the 12% regulatory minimum.