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.