Changes in version 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.

                        Changes in version 1.2.2                        

  - 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.

                        Changes in version 1.2.1                        

  - 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.

                        Changes in version 1.2.0                        

  - 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.

                        Changes in version 1.1.0                        

  - 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.

                        Changes in version 1.0.0                        

  - 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.