Skip to content

risk_service

RiskService: delegates RWA computation to strategy objects.

Classes:

  • RiskService –

    Pure computation. Delegates to strategy objects for different risk approaches.

RiskService

Pure computation. Delegates to strategy objects for different risk approaches.

Methods:

  • compute_rwa –

    Compute risk-weighted assets by delegating to the given approach strategy.

compute_rwa 

compute_rwa(
    bank: Any, market_state: Any, approach: Any
) -> Any

Compute risk-weighted assets by delegating to the given approach strategy.