Article

CRR III – fulfilling requirements and utilising opportunities using the example of RWA simulation

Customer Magazin NEWS 03/2025

The EU's Capital Requirements Regulation III (CRR III) makes capital requirements for banks in the EU stricter and more risk-sensitive. The aim is to strengthen the resilience of the banking sector, improve the comparability of capital requirements and increase transparency. A key aspect of CRR III is the revision of the calculation of risk-weighted assets (RWA). This presents opportunities for institutions.

Uwe Rosengardt

409

Bank Controlling

Regulatory Law

Risk Management

18. December 2025 5 minutes reading time

Important changes to CRR III with regard to the calculation of RWA
Changed cooperation between reporting, risk controlling and treasury
RWA calculation as a management tool
Functionality and use of RWA simulation
Step-by-step approach to implementing the RWA simulation
Dealing with future changes in the RWA calculation
Technical implementation also established for LCR and NSFR preview

Important changes to CRR III with regard to the calculation of RWA

Capital Requirements Regulation III (CRR III) marks a significant milestone in the implementation of the final Basel III reforms within the European Union. The aim is to strengthen the resilience of the banking sector, improve the comparability of capital requirements and increase transparency.

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Uwe Rosengardt

has many years of experience in the areas of risk management, reporting and costing. His areas of focus include the modularization of standard software, the transformation to ecosystems and the convergence of risk management and reporting.

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