risk

RWA risk metrics for BRMS bank simulation.

Modules:

• base –

  Module defining the abstract base class and components for computing Risk-Weighted Assets (RWA).

• credit_risk –

  Credit risk RWA approaches for BRMS bank simulation.

• interest_rate_risk –

  Interest rate risk metrics for IRRBB.

• operational_risk –

  Operational risk RWA approaches for BRMS bank simulation.