Credit risk weighted assets = on-balance sheet credit risk weighted assets + off-balance sheet credit risk weighted assets.

On-balance sheet credit risk-weighted assets refer to assets listed on the balance sheet, such as loans and bonds.

Off-balance sheet credit risk-weighted assets refer to assets that are not listed on the balance sheet, such as derivatives, investment funds, etc.

Credit risk weighted assets can provide an overall assessment of the level of credit risk by weighting different types of assets according to their risk levels.

Help banks and other financial institutions assess their overall risk levels and formulate corresponding risk management strategies accordingly.