Package: riskweightedassets 1.2.3

riskweightedassets: Reproducible Risk-Weighted Asset Calculations

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. 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.

Authors:RiskDataScience GmbH [aut, cre, cph]

riskweightedassets_1.2.3.tar.gz
riskweightedassets_1.2.3.zip(r-4.7-any)riskweightedassets_1.2.3.zip(r-4.6-any)riskweightedassets_1.2.3.zip(r-4.5-any)
riskweightedassets_1.2.3.tgz(r-4.6-any)riskweightedassets_1.2.3.tgz(r-4.5-any)
riskweightedassets_1.2.3.tar.gz(r-4.7-any)riskweightedassets_1.2.3.tar.gz(r-4.6-any)
riskweightedassets_1.2.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
riskweightedassets/json (API)

# Install 'riskweightedassets' in R:
install.packages('riskweightedassets', repos = c('https://rds0001.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/rds0001/risk-weighted-assets-r/issues

On CRAN:

Conda:

4.78 score 276 downloads 77 exports 26 dependencies

Last updated from:aacdbfd40a. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK756
source / vignettesOK187
linux-releaseOK926
macos-releaseOK869
macos-oldrelOK812
windows-develOK1686
windows-releaseOK2204
windows-oldrelOK2193
wasm-releaseOK92

Exports:aggregate_correlated_capitalanalyze_capital_adequacyanalyze_counterparty_riskanalyze_credit_riskanalyze_icaapanalyze_irrbbanalyze_market_riskanalyze_operational_riskanalyze_output_flooranalyze_securitisationapplicable_output_floor_factorapply_credit_supporting_factorsapply_output_flooravailable_rule_setsbusiness_indicator_componentcalculate_datasetcalculate_tablescompare_calculation_viewscreate_workspacecrm_adjusted_exposurecrm_maturity_factorcva_basic_approach_capitaldefault_workspacefailed_controlsformula_catalogfrtb_quadratic_chargefrtb_scenario_correlationgenerate_synthetic_datasetgenerate_synthetic_tablesinfrastructure_supporting_factorirb_asset_correlationirb_capital_requirementirb_maturity_coefficientirb_maturity_factorirb_retail_correlationirb_risk_weighted_assetsirrbb_scenario_shockirrbb_shocked_zero_ratelist_reference_datasetslist_reference_profilesnpe_secured_coverage_factornpe_unsecured_coverage_factorofficial_snapshotoverride_regulatory_parametersparameter_overridespresent_value_discount_factorreal_estate_risk_weightregulatory_parameterregulatory_parametersregulatory_sourcesrwa_controlsrwa_metricrwa_metricsrwa_result_tablerwa_result_tablesrwa_summaryrwa_table_namesrwa_validationsa_ccr_exposure_valuesa_ccr_multiplier_valuesa_exposure_valuesa_risk_weightsecuritisation_erba_risk_weightsecuritisation_irb_pool_capitalsecuritisation_irba_psecuritisation_risk_weightsecuritisation_sa_pool_capitalsecuritisation_ssfa_coefficientsecuritisation_ssfa_risk_weightselect_rule_setsettlement_risk_factorsft_exposure_valuesme_supporting_factortable_dictionarytable_schematier2_eligible_amountvalidate_dataset

Dependencies:cellrangerclicpp11crayondigestgluehmsjsonlitelifecyclemagrittropenxlsxpillarpkgconfigprettyunitsprogressR6Rcppreadxlrematchrlangstringitibbleutf8vctrsyamlzip

Canonical default flags
Rendered fromdefault-flags.Rmdusingknitr::rmarkdown

Last update: 2026-10-07
Started: 2026-10-07

IRB defaults and explicit LGD treatment
Rendered fromirb-defaults.Rmdusingknitr::rmarkdown

Last update: 2026-10-07
Started: 2026-10-07

Credit supporting factors
Independent analyst formulae | Table inputs and audit | Compatibility and output floor
Rendered fromsupporting-factors.Rmdusingknitr::rmarkdown

Last update: 2026-09-19
Started: 2026-09-19

Canonical data, history and validation
Rendered fromdata-and-history.Rmdusingknitr::rmarkdown

Last update: 2026-09-14
Started: 2026-09-14

Getting started with riskweightedassets
Rendered fromgetting-started.Rmdusingknitr::rmarkdown

Last update: 2026-09-14
Started: 2026-09-14

Methodology, controls and result interpretation
Rendered frommethodology-and-controls.Rmdusingknitr::rmarkdown

Last update: 2026-09-14
Started: 2026-09-14

Readme and manuals

Help Manual

Help pageTopics
Analyse Capital Adequacy, Leverage and MREL/TLACanalyze_capital_adequacy
Analyse Counterparty Credit Risk, CVA and Settlement Riskanalyze_counterparty_risk
Analyse Credit Riskanalyze_credit_risk
Analyse ICAAP Economic and Normative Perspectivesanalyze_icaap
Analyse IRRBB and CSRBBanalyze_irrbb
Analyse Market Risk and FRTBanalyze_market_risk
Analyse Operational Riskanalyze_operational_risk
Analyse the Output Flooranalyze_output_floor
Analyse Securitisation Riskanalyze_securitisation
Apply Credit Supporting Factorsapply_credit_supporting_factors
Convert a Validation Report to a Data Frameas.data.frame.rwa_validation_report
Available Rule Setsavailable_rule_sets
Operational Risk, Output Floor, NPE and Tier-2 Formulaeapplicable_output_floor_factor apply_output_floor business_indicator_component npe_secured_coverage_factor npe_unsecured_coverage_factor tier2_eligible_amount
Calculate a Canonical Workbook Datasetcalculate_dataset
Calculate Canonical In-Memory Tablescalculate_tables
Compare Applied and Fully-loaded Metricscompare_calculation_views
Create a Writable RWA Workspacecreate_workspace
Default Writable Workspacedefault_workspace
Failed Calculation Controlsfailed_controls
Formula Catalogueformula_catalog
Generate a Synthetic Workbook Datasetgenerate_synthetic_dataset
Generate Synthetic Canonical Tablesgenerate_synthetic_tables
Infrastructure Supporting Factor under Article 501a CRRinfrastructure_supporting_factor
Internal Ratings Based Formulaeirb_asset_correlation irb_capital_requirement irb_maturity_coefficient irb_maturity_factor irb_retail_correlation
IRB Risk-Weighted Exposure Amount including Supporting Factorsirb_risk_weighted_assets
IRRBB, FRTB and Economic-capital Formulaeaggregate_correlated_capital frtb_quadratic_charge frtb_scenario_correlation irrbb_scenario_shock irrbb_shocked_zero_rate present_value_discount_factor
List Bundled Reference Datasetslist_reference_datasets
List Bundled Reference Profileslist_reference_profiles
Select the Official Bitemporal Snapshotofficial_snapshot
Apply Auditable Regulatory Parameter Overridesoverride_regulatory_parameters
Parameter Override Audit Trailparameter_overrides
Print a Calculation Resultprint.rwa_calculation_result
Print a Domain Analysisprint.rwa_domain_analysis
Print a Validation Reportprint.rwa_validation_report
Print a Workspaceprint.rwa_workspace
Read One Regulatory Parameterregulatory_parameter
Regulatory Parameter Inventoryregulatory_parameters
Regulatory Source Metadataregulatory_sources
Calculation Controlsrwa_controls
Read One Calculation Metricrwa_metric
Calculation Metricsrwa_metrics
Read One Result Tablerwa_result_table
Result Tablesrwa_result_tables
Compact Calculation Summaryrwa_summary
List Result-Table Namesrwa_table_names
Calculation Validation Reportrwa_validation
Counterparty, SFT, Securitisation, CVA and Settlement Formulaecva_basic_approach_capital sa_ccr_exposure_value sa_ccr_multiplier_value securitisation_erba_risk_weight securitisation_irba_p securitisation_irb_pool_capital securitisation_risk_weight securitisation_sa_pool_capital securitisation_ssfa_coefficient securitisation_ssfa_risk_weight settlement_risk_factor sft_exposure_value
Standardised Credit-risk and CRM Formulaecrm_adjusted_exposure crm_maturity_factor real_estate_risk_weight sa_exposure_value sa_risk_weight
Select a Rule Setselect_rule_set
SME Supporting Factor under Article 501 CRRsme_supporting_factor
Canonical Table Dictionarytable_dictionary
Canonical Table Schematable_schema
Validate a Canonical Datasetvalidate_dataset