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Getting started with riskweightedassets

The package provides an auditable R workflow for canonical risk-weighted asset data. Start by inspecting the two bundled profiles.

library(riskweightedassets)
list_reference_profiles()
#>           profile_id profile_version base_as_of_date default_seed
#> 1           KSA_BANK           1.0.0      2026-08-31      5752026
#> 2 MID_SIZE_UNIVERSAL           1.0.0      2026-08-31      5752026
#>                                                                                                                     description
#> 1                  Institutsneutrales KSA-Profil ohne IRB, Handelsbuch, CCR/CVA, Verbriefungen oder Großkreditüberschreitungen.
#> 2 Vollständige synthetische mittelständische Universalbank mit KSA, IRB, CCR, CVA, Verbriefung, Markt, OpRisk, IRRBB und ICAAP.
#>   default_dataset_version
#> 1              v1.0.0-ksa
#> 2                  v1.0.0

Generate native R tables without writing files.

tables <- generate_synthetic_tables(bank_profile = "KSA_BANK")
length(tables)
#> [1] 68
names(tables)[1:12]
#>  [1] "run_config"             "rule_set"               "official_designation"  
#>  [4] "legal_entity"           "consolidation_scope"    "scope_membership"      
#>  [7] "approach_permission"    "party"                  "connected_client_group"
#> [10] "group_membership"       "external_assessment"    "rating_assignment"

A full calculation is intentionally not executed while building this vignette because it calculates applied and fully-loaded views. Run it interactively:

result <- calculate_tables(tables)
print(result)
unlist(result$metrics[c("RWEA_KSA", "TREA", "CET1_RATIO")])

For a spreadsheet workflow, write only below a controlled caller-owned path:

dataset <- generate_synthetic_dataset(
  file.path(tempdir(), "rwa-runs"), bank_profile = "KSA_BANK"
)
validate_dataset(dataset)
result <- calculate_dataset(dataset)

The data is synthetic, and the package is not regulatory or legal advice.

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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