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The pipeline calculates credit SA and IRB, CRM, CCR/SFT/CCP, CVA, securitisation, settlement, large exposures, market and operational risk, capital constraints, IRRBB/CSRBB and ICAAP. A Standardised shadow view supplies the output-floor denominator. Applied and fully-loaded rule sets use the same official bitemporal snapshot.
library(riskweightedassets)
result <- calculate_tables(generate_synthetic_tables())
names(result$results)
result$controlsEvery result table adds run, formula-version, reporting date, knowledge time, rule set, view and official-status metadata. A successful reference result has no validation errors and every reconciliation control passes. Production use still requires independent legal, data, model and reporting governance.
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.
Health stats visible at Monitor.