Hello Knime experts !
I need to calculate RWA for a banking activities based on EAD, PD and LDG and maturity.
Currently I have an excel macro or a succession of excel formula with functions that I don’t know which node I can use.
Theses functions are : Ln(x) or NORMDIST().
Does anyone have some tips to help me ?
Regards
I found for the Ln(x) in a mathFormula. I just have know to handle a NORMDIST and a NORM.S.INV.
If it can help the excel formula looks like
=SI(H85=“With”;(B4LOI.NORMALE.STANDARD(J4)-B4B2)(1+(C7-2,5)F4)/(1-1,5F4);(B4LOI.NORMALE.STANDARD(J4)-B4B2)(1+(C5-2,5)F4)/(1-1,5F4))*'Parameters!C338
I tried with R Snippet but that is too high level for me.
Thanks !!
@tite_za I am not sure if there is a genuine approach in a KNIME node although you can employ ChatGPT and let it edit a Python node to give you such a formula.
Maybe it is best to provide some sample data and your expected results to compare. Without the data your Excel formula is not easy to understand.
I have let ChatGPT do one sample code with both LN() and NORMDIST - they give very different results. You might want to check if this is what you want. It seems the underlying regulations call for one of the two.
The code has comments to you can understand and adapt them. The correlation and scaling factors are fixed with a flow variable but you could also provide them as a column in the data.
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