NEWS

riskweightedassets 1.2.3

Preserve the full UTC knowledge timestamp in official_snapshot(), including ISO strings from run_config; use the same parser in portfolio calculations.
Add regression coverage for implicit/explicit snapshots, date-only and fractional-second timestamps, missing values and malformed input.
Includes all corrections from 1.2.0–1.2.2 in the CRAN update from 1.1.1.

Fixed inconsistent default_flag parsing between Standardised Approach and IRB. Accepted representations are normalised once and shared by SA, IRB, KSA and output-floor calculations; missing or ambiguous flags now fail closed.
Added SA_Detail.defaulted, shared Python/R vectors, and public portfolio tests.
Existing 1.2.1 default LGD-treatment contract and reference parameters retained.

Corrected supervisory-LGD FIRB defaults: K/RW/RWEA = 0; EL = LGD * EAD.
Unified default/PD handling; retained original PD and resolved LGD treatment.
Default formula calls require explicit lgd_treatment. Unsupported combinations fail closed, including slotting (no separate implementation).
Added public-API default/capital regressions and documented API migration.

Added four documented public supporting-factor functions (77 exports).
Applied verified SME/infrastructure factors to IRB RWEA without changing K or EL.
Added compatible optional Excel fields, traceable evidence and floor-path diagnostics.
Preserved legacy SA factors with explicit unverified-eligibility warnings.
Added boundary, eligibility, regression and output-floor tests.

Expanded the public API from 10 to 73 documented exports, designed around concrete bank-analyst questions rather than a single coarse workflow.
Added 34 granular formula functions for credit, IRB, CRM, CCR, SFT, CVA, securitisation, settlement, operational risk, output floor, NPE, Tier 2, FRTB, IRRBB and economic-capital aggregation.
Added nine domain-analysis functions and public metric, result-table, control, validation, parameter, formula, schema and snapshot accessors.
Added explicit non-mutating regulatory-parameter overrides with mandatory rationale, approval reference and old/new-value audit trail.
Preserved both applied and fully-loaded metrics and controls in calculation results for direct comparison.

Added the complete native R migration of the Python 1.0.0 RWA engine.
Added SA and IRB credit, CRM, CCR, SFT, CCP, CVA, securitisation, settlement, large-exposure, market, operational-risk and output-floor calculations.
Added own funds, prudential constraints, leverage, MREL/TLAC, IRRBB/CSRBB and economic/normative ICAAP calculations.
Added 68 canonical tables, 16-workbook input and six-workbook output flows, bitemporal snapshots, strict validation, lineage and reconciliation controls.
Added two complete synthetic profiles and all-metric Python golden parity.
Added function, vignette, methodology, governance, legal and CRAN release documentation.