Provides transparent, deterministic and auditable calculations of risk-weighted assets, own-funds requirements, interest-rate risk in the banking book and related capital metrics. It supports canonical in-memory tables and versioned spreadsheet datasets, strict validation, synthetic reference profiles, bitemporal snapshots, calculation controls and traceable regulatory source metadata. Methods are parameterised against the European Parliament and Council (2013) Capital Requirements Regulation <https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX:32013R0575> and its amending Regulation (EU) 2024/1623 <https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX:32024R1623>. A granular analyst API exposes individual formulae, domain views, controls, schemas and auditable parameter overrides. The implementation is intended for analytical, educational and model-validation use and does not constitute legal or supervisory advice.
| Version: | 1.1.1 |
| Depends: | R (≥ 4.1.0) |
| Imports: | digest, jsonlite, openxlsx, readxl, utils, yaml |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-09-24 |
| DOI: | 10.32614/CRAN.package.riskweightedassets (may not be active yet) |
| Author: | Dimitrios Geromichalos [cre], RiskDataScience GmbH [aut, cph] |
| Maintainer: | Dimitrios Geromichalos <riskdatascience at web.de> |
| BugReports: | https://github.com/rds0001/risk-weighted-assets-r/issues |
| License: | GPL-3 |
| Copyright: | 2026 RiskDataScience GmbH riskweightedassets copyright details |
| URL: | https://github.com/rds0001/risk-weighted-assets-r |
| NeedsCompilation: | no |
| Citation: | riskweightedassets citation info |
| Materials: | README, NEWS |
| CRAN checks: | riskweightedassets results |
| Package source: | riskweightedassets_1.1.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): riskweightedassets_1.1.1.tgz, r-release (x86_64): riskweightedassets_1.1.1.tgz, r-oldrel (x86_64): riskweightedassets_1.1.1.tgz |
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