A major, internationally active bank needed to disclose its risk-weighted assets (RWA) to the respective supervisory authorities pursuant to the regulatory provisions of Basel II. The calculation of results was conducted with Fermat, a leading product for detecting key data of Basel II.

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Following solvability provisions, which implement Basel II into the German law, banks are obliged under the framework of applicable disclosure requirements to identify their demand for equity capital based on individual transactions. Furthermore, they have to be aggregated and then transferred into the required disclosure forms to the federal bank (Bundesbank). Banks can choose between the standard approach (KSA) and the significantly more complex internal ratings-based approach (IRBA).

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