Package: riskweightedassets
Type: Package
Title: Reproducible Risk-Weighted Asset Calculations
Version: 1.1.1
Authors@R: c(
    person(given = "Dimitrios", family = "Geromichalos",
      email = "riskdatascience@web.de", role = "cre"),
    person(given = "RiskDataScience", family = "GmbH",
      role = c("aut", "cph"))
    )
Description: Provides transparent, deterministic and auditable calculations
    of risk-weighted assets, own-funds requirements, interest-rate risk in the
    banking book and related capital metrics. It supports canonical in-memory
    tables and versioned spreadsheet datasets, strict validation, synthetic
    reference profiles, bitemporal snapshots, calculation controls and
    traceable regulatory source metadata. Methods are parameterised against
    the European Parliament and Council (2013) Capital Requirements
    Regulation <https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX:32013R0575> and its
    amending Regulation (EU) 2024/1623
    <https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX:32024R1623>. A granular analyst API exposes
    individual formulae, domain views, controls, schemas and auditable
    parameter overrides. The implementation is intended for
    analytical, educational and model-validation use and does not constitute
    legal or supervisory advice.
License: GPL-3
Copyright: 2026 RiskDataScience GmbH
URL: https://github.com/rds0001/risk-weighted-assets-r
BugReports: https://github.com/rds0001/risk-weighted-assets-r/issues
Encoding: UTF-8
Date: 2026-09-14
Depends: R (>= 4.1.0)
Imports: digest, jsonlite, openxlsx, readxl, utils, yaml
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
Config/testthat/edition: 3
RoxygenNote: 7.3.1
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2026-09-14 16:20:54 UTC; qwert123
Author: Dimitrios Geromichalos [cre],
  RiskDataScience GmbH [aut, cph]
Maintainer: Dimitrios Geromichalos <riskdatascience@web.de>
Repository: CRAN
Date/Publication: 2026-09-24 13:50:10 UTC
