Methodology, controls and result interpretation
In riskweightedassets: Reproducible Risk-Weighted Asset Calculations

knitr::opts_chunk$set(collapse = TRUE, comment = "#>")

The pipeline calculates credit SA and IRB, CRM, CCR/SFT/CCP, CVA, securitisation, settlement, large exposures, market and operational risk, capital constraints, IRRBB/CSRBB and ICAAP. A Standardised shadow view supplies the output-floor denominator. Applied and fully-loaded rule sets use the same official bitemporal snapshot.

library(riskweightedassets)
result <- calculate_tables(generate_synthetic_tables())
names(result$results)
result$controls

Every result table adds run, formula-version, reporting date, knowledge time, rule set, view and official-status metadata. A successful reference result has no validation errors and every reconciliation control passes. Production use still requires independent legal, data, model and reporting governance.