Alpha — Basel Credit Risk

Total RWA — Run Calculate

EAD (post-CRM) — —

Avg RW — EAD-weighted

Calculation plan

—

Member	Scope	Pack	Leaf run	Status	EAD	RWA

RWA landscape

Tiles sized by EAD · coloured by RW · hatch = still calculating

Done · high RW Done · low RW CRM / mid-phase Phase 1 Queued Area ∝ EAD

Data at t

Legal entities — — canonical · — rejected

Exposures — — canonical · — rejected

Customers — — canonical · — rejected

Facilities — — canonical · — rejected

Retail pools — — canonical · modeling-team PD / LGD

FX rates — — data at t · market pack overlays

Netting sets — — canonical · — OTC · — repo-style

Calculation results

Exposure RWA (legal entities) Press Calculate Phase 1 → 2 → 3

Press Calculate. This table is a pivot you can configure — it is not one row per exposure.

Analytics dashboard

Aggregates after Calculate · expand a tile to drill

Press Calculate, then open this tab.

Block

Name	Exposures	Customers	EAD	Avg RW	RWA	CRM cover
Expand a dashboard tile.
Selection	—	—	—	—	—	—

Pivot RWA

Legal entity → customer → exposure

Name	n	Method	Class	EAD (post-CRM)	CRM cover	RW	RWA
Press Calculate, then open this tab.
Book	—			—	—	—	—

Generate portfolio

BankDemo simulator · Parquet under data/Volume/

Preset

The shape you copy and evolve. This is the template — not the output folder. Scale

Sticky: 0.001 · 0.01 · 0.1 · 0.25 · 0.5 · 1 · 2 Book folder Folder for this run under data/Volume/. Spaces become hyphens. Not the preset. Balance sheet (USD bn)

Sticky: 0.08 · 1 · 10 · 80 · 200

Customers

Party universe

Retail

—

Wholesale

—

Market

Derivatives & netting

Collateral (Wholesale)

Coverage & diversity

Output

Format & path

Format Parquet JSONL

data/Volume/aurelia-dev/

Graph = stock links · Find / click keeps the related pocket only · Show order lights tape · ChildOfFacility = limit headroom · CoveredBy = CRM

Pinch / scroll to zoom · drag to pan · Find a pocket · click a node, CoveredBy, or ChildOfFacility arc

Exposure measures

Field	Value

Select an exposure after Calculate for this-run measures.

Tranches

CRM	Taken	Covered	Status

In-scope tranche legs for the selected exposure.

Rejected (quarantine)

—

Kind	Key	Label	Reason	Line

Supervisor

Select a node in the pack tree

Open Supervisor to browse jurisdiction parameters and grids.

Data quality

Standalone assess at ingest

Export CSV

Status —

Errors —

Warnings —

Blocked —

Quarantined —

Subjects —

Findings

—

Code	Severity	Subject	Field	Expected	Actual	File	Line	Related	Review
Open this view to load findings.

Data

Latest book used by Calculate

Browser

Select a section

Open Browser to inspect ref data, market data, customers, exposures, and legal entities.

Identity vault

Doc 58 · OpenBao / soft-down

Loading vault status…

Container sync

Open container (Doc 49/50)

Upload Parquet/CSV under input/. Unchanged files (same SHA-256) are skipped. Landing Vault is optional later; default is Open. Data requirements

As-of Stock id Run Files

Envelope

File pin

File	Registry	Records	Rejects	DQ issues	SHA-256	Status

Data lifecycle

Retention policy (Doc 32)

Open this view to load the retention policy.

Pivot

Viewport OLAP over the attached run — the server sends tiles, never the fact table

not attached

Fact

Fields

Rows

Columns

Filters

Measures

Enable with ALPHA_PIVOT=1, press Calculate, then Attach.

No tile yet

Validation library

The regulatory cases the loaded book carries

Allocated RSS — all apps on this machine

Alpha RAM — alpha-server, children they start

Max allocatable — MemTotal — RAM ceiling on this machine

Swap used — swap disk used by the machine

CPU — not-idle share of this machine (0–100 %)

Disk I/O — percent of max disk throughput

Resources

RSS · Alpha RAM · MemTotal · swap · CPU · disk I/O on this machine

Members

Select an organisation

Username	Email	Roles	Status	Actions
Select an organisation.

Scope

Select a member

Who this person may see names for. Roles say what they may do. This tree says where. It is the loaded book’s legal-entity forest — not a second company list.

Accounts

Machine seats · Super Admin

Login identities on this machine (Guest / Admin / Super Admin). Organisation seats stay on Organisations. Do not merge the two tables.

Username	Email	Login role	Status	Actions
Super Admin only.

Process

A process is one defined or launched run for one banking group.

Process	State	Banking group	Steps	Supervisors
No process yet.

Log

No calculation yet

Info Warning Error Timing detail

Events appear here when a stock loads, Calculate runs, or Generate finishes.

Retained operations

Day → calculation set → operation

No retained operations yet. Run Calculate, then Retain.