API for riskweightedassets
Reproducible Risk-Weighted Asset Calculations
| Global functions | |
|---|---|
| `%||%` | Source code |
| abort_calculation | Source code |
| abort_configuration | Source code |
| abort_resource | Source code |
| abort_rwa | Source code |
| abort_validation | Source code |
| add_control | Source code |
| aggregate_correlated_capital | Man page Source code |
| analyze_capital_adequacy | Man page Source code |
| analyze_counterparty_risk | Man page Source code |
| analyze_credit_risk | Man page Source code |
| analyze_domain | Source code |
| analyze_icaap | Man page Source code |
| analyze_irrbb | Man page Source code |
| analyze_market_risk | Man page Source code |
| analyze_operational_risk | Man page Source code |
| analyze_output_floor | Man page Source code |
| analyze_securitisation | Man page Source code |
| applicable_output_floor_factor | Man page Source code |
| apply_official_designations | Source code |
| apply_output_floor | Man page Source code |
| apply_profile_transformations | Source code |
| as.data.frame.rwa_validation_report | Man page Source code |
| as_public_parameter_store | Source code |
| as_rwa_result | Source code |
| available_rule_sets | Man page Source code |
| ba_cva_capital | Source code |
| bic_from_components | Source code |
| business_indicator_component | Man page Source code |
| calculate_capital | Source code |
| calculate_ccr_cva_settlement | Source code |
| calculate_credit | Source code |
| calculate_dataset | Man page Source code |
| calculate_icaap | Source code |
| calculate_irrbb | Source code |
| calculate_market | Source code |
| calculate_operational | Source code |
| calculate_securitisation | Source code |
| calculate_tables | Man page Source code |
| calculate_trea | Source code |
| calculation_successful | Source code |
| clip | Source code |
| code_fingerprint | Source code |
| compare_calculation_views | Man page Source code |
| comprehensive_crm | Source code |
| contracts_by_workbook | Source code |
| control_count | Source code |
| controls_passed | Source code |
| copy_tree | Source code |
| correlated_capital | Source code |
| create_workspace | Man page Source code |
| crm_adjusted_exposure | Man page Source code |
| crm_maturity_factor | Man page Source code |
| crm_maturity_mismatch_factor | Source code |
| cva_basic_approach_capital | Man page Source code |
| default_parameter_store | Source code |
| default_workspace | Man page Source code |
| deterministic_normals | Source code |
| discount_factor | Source code |
| domain_specification | Source code |
| drop_overlap | Source code |
| empty_frame | Source code |
| engine_version | Source code |
| excel_date | Source code |
| excel_datetime | Source code |
| execute_tables | Source code |
| failed_controls | Man page Source code |
| formula_catalog | Man page Source code |
| frtb_quadratic_charge | Man page Source code |
| frtb_scenario_correlation | Man page Source code |
| generate_synthetic_dataset | Man page Source code |
| generate_synthetic_tables | Man page Source code |
| input_directory_fingerprint | Source code |
| interpolate_curve | Source code |
| irb_asset_correlation | Man page Source code |
| irb_capital_requirement | Man page Source code |
| irb_correlation | Source code |
| irb_k | Source code |
| irb_maturity_adjustment | Source code |
| irb_maturity_b | Source code |
| irb_maturity_coefficient | Man page Source code |
| irb_maturity_factor | Man page Source code |
| irb_retail_correlation | Man page Source code |
| irrbb_scenario_shock | Man page Source code |
| irrbb_shock | Source code |
| irrbb_shocked_zero_rate | Man page Source code |
| lineage_frame | Source code |
| list_reference_datasets | Man page Source code |
| list_reference_profiles | Man page Source code |
| load_profile | Source code |
| load_reference_tables | Source code |
| load_regulatory_config | Source code |
| load_yaml_file | Source code |
| market_quadratic | Source code |
| market_scenario_correlation | Source code |
| materialize_regulatory_parameters | Source code |
| new_calculation_bundle | Source code |
| new_calculation_context | Source code |
| new_calculation_result | Source code |
| new_parameter_store | Source code |
| new_rwa_condition | Source code |
| new_validation_message | Source code |
| new_validation_report | Source code |
| new_workspace | Source code |
| normal_cdf | Source code |
| normal_ppf | Source code |
| normalize_canonical_table | Source code |
| normalize_dimension | Source code |
| normalize_view | Source code |
| npe_secured_coverage_factor | Man page Source code |
| npe_secured_factor | Source code |
| npe_unsecured_coverage_factor | Man page Source code |
| npe_unsecured_factor | Source code |
| official_snapshot | Man page Source code |
| output_floor | Source code |
| output_floor_factor | Source code |
| override_regulatory_parameters | Man page Source code |
| package_resource | Source code |
| parameter_get | Source code |
| parameter_has | Source code |
| parameter_key | Source code |
| parameter_overrides | Man page Source code |
| parameter_require | Source code |
| present_value_discount_factor | Man page Source code |
| print.rwa_calculation_result | Man page Source code |
| print.rwa_domain_analysis | Man page Source code |
| print.rwa_validation_report | Man page Source code |
| print.rwa_workspace | Man page Source code |
| read_input_workbooks | Source code |
| real_estate_risk_weight | Man page Source code |
| real_estate_weighted_rw | Source code |
| regulatory_parameter | Man page Source code |
| regulatory_parameter_items | Source code |
| regulatory_parameters | Man page Source code |
| regulatory_sources | Man page Source code |
| retail_correlation | Source code |
| riskweightedassets | Man page |
| riskweightedassets-package | Man page |
| row_value | Source code |
| rows_frame | Source code |
| rule_context | Source code |
| run_configuration | Source code |
| run_one | Source code |
| rwa_bool | Source code |
| rwa_controls | Man page Source code |
| rwa_metric | Man page Source code |
| rwa_metrics | Man page Source code |
| rwa_num | Source code |
| rwa_result_table | Man page Source code |
| rwa_result_tables | Man page Source code |
| rwa_summary | Man page Source code |
| rwa_table_names | Man page Source code |
| rwa_text | Source code |
| rwa_validation | Man page Source code |
| sa_base_risk_weight | Source code |
| sa_ccr_ead | Source code |
| sa_ccr_exposure_value | Man page Source code |
| sa_ccr_multiplier | Source code |
| sa_ccr_multiplier_value | Man page Source code |
| sa_ead | Source code |
| sa_exposure_value | Man page Source code |
| sa_risk_weight | Man page Source code |
| sec_erba_rw | Source code |
| sec_irba_p | Source code |
| sec_k_irb | Source code |
| sec_k_sa | Source code |
| securitisation_erba_risk_weight | Man page Source code |
| securitisation_irb_pool_capital | Man page Source code |
| securitisation_irba_p | Man page Source code |
| securitisation_risk_weight | Man page Source code |
| securitisation_rw | Source code |
| securitisation_sa_pool_capital | Man page Source code |
| securitisation_ssfa_coefficient | Man page Source code |
| securitisation_ssfa_risk_weight | Man page Source code |
| securitisation_ssfa_rw | Source code |
| select_official_as_of | Source code |
| select_rule_set | Man page Source code |
| settlement_factor | Source code |
| settlement_risk_factor | Man page Source code |
| sft_ead | Source code |
| sft_exposure_value | Man page Source code |
| shift_temporal_columns | Source code |
| shocked_zero_rate | Source code |
| ssfa_k | Source code |
| sum_column | Source code |
| summary_frame | Source code |
| t2_eligible_amount | Source code |
| table_contracts | Source code |
| table_dictionary | Man page Source code |
| table_schema | Man page Source code |
| tables_fingerprint | Source code |
| tier2_eligible_amount | Man page Source code |
| update_run_control | Source code |
| validate_dataset | Man page Source code |
| validate_legal_files | Source code |
| validate_tables_internal | Source code |
| validate_tables_public | Source code |
| validation_errors | Source code |
| validation_issue | Source code |
| validation_valid | Source code |
| validation_warnings | Source code |
| view_component | Source code |
| write_canonical_table | Source code |
| write_input_workbooks | Source code |
| write_outputs | Source code |
| write_result_workbook | Source code |
