Complete public function reference

Scope

This vignette is the task-oriented index for the complete public API of riskweightedassets 1.1.1. Every public function is listed below. Detailed arguments, return values, formulas, controls and runnable examples are provided by the corresponding R help page, for example help("sa_exposure_value", package = "riskweightedassets").

The API separates individual formulas from portfolio orchestration so that a bank analyst can inspect an input, select a rule set, apply a governed parameter override, reproduce a metric and inspect the resulting control trail. Formula structure itself remains version-controlled code; runtime parameter changes are accepted only through the explicit override interface.

End-to-end calculation and validation

Function	Analyst purpose
`calculate_tables()`	Calculate applied and fully-loaded views from 68 canonical in-memory tables.
`calculate_dataset()`	Validate and calculate a versioned workbook dataset and write controlled outputs.
`validate_dataset()`	Validate a workbook dataset without running the calculation engines.

Synthetic data, workspaces and source inventory

Function	Analyst purpose
`generate_synthetic_tables()`	Create a complete synthetic bank profile as canonical data frames.
`generate_synthetic_dataset()`	Materialise a synthetic profile as canonical workbooks.
`create_workspace()`	Create a caller-selected, writable reference workspace.
`default_workspace()`	Resolve the configured default workspace without creating it.
`list_reference_profiles()`	List bundled synthetic bank profiles.
`list_reference_datasets()`	List bundled reference-dataset metadata.
`regulatory_sources()`	Inspect official-source URLs, dates, hashes and redistribution status.

Parameters, rule sets, schemas and governance

Function	Analyst purpose
`regulatory_parameters()`	Return the complete effective regulatory parameter table.
`regulatory_parameter()`	Resolve one parameter for explicit dimensions and dates.
`override_regulatory_parameters()`	Apply non-mutating, reasoned and approved parameter overrides.
`parameter_overrides()`	Retrieve the old/new-value audit trail attached to a parameter set or result.
`formula_catalog()`	Inspect formula identifiers, versions and implementation coverage.
`available_rule_sets()`	List available applied and fully-loaded rule sets.
`select_rule_set()`	Resolve one rule set by identifier and effective date.
`table_dictionary()`	Inspect the canonical table inventory.
`table_schema()`	Inspect the field-level contract for one canonical table.
`official_snapshot()`	Select an official bitemporal snapshot reproducibly.

Result inspection and reconciliation

Function	Analyst purpose
`rwa_metrics()`	Return all headline metrics from a calculation result.
`rwa_metric()`	Retrieve one named metric with strict name checking.
`rwa_result_tables()`	Return all detailed result tables.
`rwa_result_table()`	Retrieve one detailed result table by name.
`rwa_table_names()`	List detailed result-table names.
`rwa_controls()`	Return the complete reconciliation and control table.
`failed_controls()`	Return only controls that did not pass.
`rwa_validation()`	Return the structured validation report.
`compare_calculation_views()`	Compare applied and fully-loaded metrics.
`rwa_summary()`	Produce a compact analyst summary of metrics, controls and overrides.

Domain analysis

Each domain function extracts the relevant metrics, tables and controls into a rwa_domain_analysis object without rerunning the calculation.

Function	Domain
`analyze_credit_risk()`	Standardised and IRB credit risk, CRM and exposure results.
`analyze_counterparty_risk()`	Counterparty credit risk, SFT, CCP, CVA and settlement risk.
`analyze_securitisation()`	Securitisation approach selection and tranche calculations.
`analyze_market_risk()`	Legacy and FRTB market-risk views.
`analyze_operational_risk()`	Business indicator and operational-risk requirement.
`analyze_output_floor()`	Shadow standardised TREA, floor factor and uplift.
`analyze_capital_adequacy()`	Own funds, ratios, buffers, leverage, MREL and TLAC.
`analyze_irrbb()`	EVE, NII, CSRBB and outlier-test measures.
`analyze_icaap()`	Economic capital, diversification and normative projections.

Standardised credit risk and credit risk mitigation formulas

Function	Formula unit
`sa_exposure_value()`	On- and off-balance-sheet exposure value before CRM.
`sa_risk_weight()`	Standardised credit-risk weight selection.
`real_estate_risk_weight()`	Property exposure risk weight using class and ETV attributes.
`crm_maturity_factor()`	Maturity mismatch adjustment for eligible protection.
`crm_adjusted_exposure()`	Comprehensive-method exposure after haircuts and protection.

IRB formulas

Function	Formula unit
`irb_asset_correlation()`	Corporate/institution/sovereign asset correlation.
`irb_retail_correlation()`	Retail asset correlation by retail subtype.
`irb_maturity_coefficient()`	PD-dependent maturity coefficient.
`irb_maturity_factor()`	Effective-maturity adjustment.
`irb_capital_requirement()`	IRB unexpected-loss capital requirement and risk weight.

Counterparty, SFT, CVA, settlement and securitisation formulas

Function	Formula unit
`sa_ccr_multiplier_value()`	SA-CCR PFE multiplier.
`sa_ccr_exposure_value()`	SA-CCR exposure at default.
`sft_exposure_value()`	SFT comprehensive-method exposure value.
`cva_basic_approach_capital()`	Basic-approach CVA capital requirement.
`settlement_risk_factor()`	Settlement-delay risk factor.
`securitisation_irb_pool_capital()`	IRB pool capital input for SEC-IRBA.
`securitisation_sa_pool_capital()`	Standardised pool capital input for SEC-SA.
`securitisation_ssfa_coefficient()`	Supervisory formula coefficient.
`securitisation_ssfa_risk_weight()`	SSFA tranche risk weight.
`securitisation_irba_p()`	SEC-IRBA supervisory parameter.
`securitisation_erba_risk_weight()`	SEC-ERBA risk weight from rating and maturity.
`securitisation_risk_weight()`	Governed hierarchy, floor and cap for tranche risk weight.

Operational risk, output floor, NPE and Tier 2 formulas

Function	Formula unit
`business_indicator_component()`	Marginal-coefficient business indicator component.
`applicable_output_floor_factor()`	Transitional or fully-loaded output-floor factor.
`apply_output_floor()`	Maximum of unfloored and floored TREA.
`npe_unsecured_coverage_factor()`	Minimum unsecured NPE coverage factor.
`npe_secured_coverage_factor()`	Minimum secured NPE coverage factor.
`tier2_eligible_amount()`	Amortised eligibility of a Tier 2 instrument.

IRRBB, aggregation and FRTB formulas

Function	Formula unit
`irrbb_scenario_shock()`	Scenario shock by tenor and currency parameters.
`irrbb_shocked_zero_rate()`	Shocked, floored zero rate.
`present_value_discount_factor()`	Discount factor from zero rate and maturity.
`aggregate_correlated_capital()`	Capital aggregation under a correlation matrix.
`frtb_scenario_correlation()`	FRTB correlation under low, medium or high scenario.
`frtb_quadratic_charge()`	Quadratic sensitivity charge with correlation safeguards.

S3 methods and object behaviour

The package also registers five documented S3 methods. Users normally invoke the generic rather than calling the method directly.

Method	Behaviour
`print.rwa_calculation_result()`	Print a concise calculation status and headline summary.
`print.rwa_domain_analysis()`	Print one domain-analysis summary.
`print.rwa_validation_report()`	Print validation counts and issues.
`as.data.frame.rwa_validation_report()`	Convert validation issues to a stable data-frame contract.
`print.rwa_workspace()`	Print resolved workspace paths.

Controlled analyst example

library(riskweightedassets)

tables <- generate_synthetic_tables(bank_profile = "KSA_BANK")
overrides <- data.frame(
  parameter_key = "SA_RW",
  dimension_1 = "CORPORATE",
  dimension_2 = "UNRATED",
  parameter_value = 0.40
)

adjusted_tables <- override_regulatory_parameters(
  tables,
  overrides,
  reason = "Approved sensitivity scenario SCN-2026-09",
  approved_by = "Model Risk Committee decision 2026-09-14"
)

result <- calculate_tables(adjusted_tables)

rwa_summary(result)
failed_controls(result)
parameter_overrides(result)
analyze_credit_risk(result)

The package is a transparent analytical reference implementation. Use with a real institution requires independent legal interpretation, data governance, model validation, change approval and regulatory reporting controls.