Man pages for riskweightedassets
Reproducible Risk-Weighted Asset Calculations
| analyze_capital_adequacy | Analyse Capital Adequacy, Leverage and MREL/TLAC |
| analyze_counterparty_risk | Analyse Counterparty Credit Risk, CVA and Settlement Risk |
| analyze_credit_risk | Analyse Credit Risk |
| analyze_icaap | Analyse ICAAP Economic and Normative Perspectives |
| analyze_irrbb | Analyse IRRBB and CSRBB |
| analyze_market_risk | Analyse Market Risk and FRTB |
| analyze_operational_risk | Analyse Operational Risk |
| analyze_output_floor | Analyse the Output Floor |
| analyze_securitisation | Analyse Securitisation Risk |
| as.data.frame.rwa_validation_report | Convert a Validation Report to a Data Frame |
| available_rule_sets | Available Rule Sets |
| business_indicator_component | Operational Risk, Output Floor, NPE and Tier-2 Formulae |
| calculate_dataset | Calculate a Canonical Workbook Dataset |
| calculate_tables | Calculate Canonical In-Memory Tables |
| compare_calculation_views | Compare Applied and Fully-loaded Metrics |
| create_workspace | Create a Writable RWA Workspace |
| default_workspace | Default Writable Workspace |
| failed_controls | Failed Calculation Controls |
| formula_catalog | Formula Catalogue |
| generate_synthetic_dataset | Generate a Synthetic Workbook Dataset |
| generate_synthetic_tables | Generate Synthetic Canonical Tables |
| irb_asset_correlation | Internal Ratings Based Formulae |
| irrbb_scenario_shock | IRRBB, FRTB and Economic-capital Formulae |
| list_reference_datasets | List Bundled Reference Datasets |
| list_reference_profiles | List Bundled Reference Profiles |
| official_snapshot | Select the Official Bitemporal Snapshot |
| override_regulatory_parameters | Apply Auditable Regulatory Parameter Overrides |
| parameter_overrides | Parameter Override Audit Trail |
| print.rwa_calculation_result | Print a Calculation Result |
| print.rwa_domain_analysis | Print a Domain Analysis |
| print.rwa_validation_report | Print a Validation Report |
| print.rwa_workspace | Print a Workspace |
| regulatory_parameter | Read One Regulatory Parameter |
| regulatory_parameters | Regulatory Parameter Inventory |
| regulatory_sources | Regulatory Source Metadata |
| riskweightedassets-package | Reproducible Risk-Weighted Asset Calculations |
| rwa_controls | Calculation Controls |
| rwa_metric | Read One Calculation Metric |
| rwa_metrics | Calculation Metrics |
| rwa_result_table | Read One Result Table |
| rwa_result_tables | Result Tables |
| rwa_summary | Compact Calculation Summary |
| rwa_table_names | List Result-Table Names |
| rwa_validation | Calculation Validation Report |
| sa_ccr_multiplier_value | Counterparty, SFT, Securitisation, CVA and Settlement... |
| sa_exposure_value | Standardised Credit-risk and CRM Formulae |
| select_rule_set | Select a Rule Set |
| table_dictionary | Canonical Table Dictionary |
| table_schema | Canonical Table Schema |
| validate_dataset | Validate a Canonical Dataset |
