override_regulatory_parameters: Apply Auditable Regulatory Parameter Overrides

In riskweightedassets: Reproducible Risk-Weighted Asset Calculations

Apply Auditable Regulatory Parameter Overrides

Description

Creates a modified copy of canonical tables. Existing parameter rows are replaced only when key and both dimensions identify exactly one row. The original input is not mutated and an audit record is attached.

Usage

override_regulatory_parameters(tables, overrides, reason, approved_by)

Arguments

tables	Canonical input tables.
overrides	Data frame with parameter_key, parameter_value and optional dimension_1, dimension_2 columns.
reason	Non-empty business rationale.
approved_by	Non-empty approver or governance reference.

Value

A copied table list carrying an rwa_parameter_overrides audit attribute.

See Also

parameter_overrides(), calculate_tables()

Examples

t <- generate_synthetic_tables(bank_profile = "KSA_BANK")
o <- data.frame(parameter_key = "RWA_MULTIPLIER", dimension_1 = "PILLAR1",
                dimension_2 = "", parameter_value = 12.5)
t2 <- override_regulatory_parameters(t, o, "Sensitivity", "Model Risk")
parameter_overrides(t2)

riskweightedassets documentation built on Sept. 24, 2026, 5:12 p.m.