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Documentation for the UK Credit Risk RWA Calculator - supporting CRR and Basel 3.1 frameworks
FinancePython · HTMLGitHub @OpenAfterHoursOnlineOwner unconfirmed
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A high-performance, PRA PS1/26 compliant Risk-Weighted Assets (RWA) calculator for credit risk, built with Python and Polars.
Taken from the repository README
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This package is still in active development and is not production ready - release 1.0.0 will confirm when ready for current CRR and 2.0.0 for Basel 3.1
UK Credit Risk (CR) & Counterparty Credit Risk (CCR) RWA Calculator
A high-performance Risk-Weighted Assets (RWA) calculator for UK CR & CCR, supporting both current regulations and future Basel 3.1 implementation. Built with Python using Polars for vectorized performance.
The web UI and REST API ship with the base package — no extra required.Read the full README ↗The full README is unavailable right now. Read it at the original link. The saved excerpt is shown below.
This package is still in active development and is not production ready - release 1.0.0 will confirm when ready for current CRR and 2.0.0 for Basel 3.1
UK Credit Risk (CR) & Counterparty Credit Risk (CCR) RWA Calculator
A high-performance Risk-Weighted Assets (RWA) calculator for UK CR & CCR, supporting both current regulations and future Basel 3.1 implementation. Built with Python using Polars for vectorized performance.
The web UI and REST API ship with the base package — no extra required.Read the full README ↗