As in the IRB approaches, risk-weighted assets generated through the use of the SF are calculated by multiplying the capital charge by 12.5. Under the SF, the capital charge for a securitisation tranche depends on five bank-supplied inputs: the IRB capital charge had the underlying exposures not been securitised (KIRB); the tranche's credit enhancement level (L) and thickness (T); the pool's effective number of exposures (N); and the pool's exposure-weighted average loss-given-default (LGD). The inputs KIRB, L, T and N are defined below.