Assuming we use the Internal Ratings-Based (IRB) approach, if the Probability of Default (PD) on a $100M corporate loan portfolio doubles due to a recession, how does this mechanically affect our Risk-Weighted Assets (RWA) and capital requirements?

假设我们采用内部评级法（IRB）。因为宏观经济陷入衰退，我们1亿美元企业贷款组合的违约概率（PD）模型测算翻倍了。这会在机制上如何影响我们的风险加权资产（RWA）和资本金？