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riskweightedassets 1.1.1
- Corrected README links to additional documentation and the GPL
license so they also resolve outside a GitHub checkout, including in the
CRAN tarball.
- Replaced two regulatory citation URLs with official EUR-Lex CELEX
links.
- Documented the initial Windows incoming-check notes and added an
archive-level README link audit to the local release checks.
- No changes to calculation functions, the public API or synthetic
data.
riskweightedassets 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.
riskweightedassets 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.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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