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.

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