Capital metrics that delegate to ReportingService for closed-ledger values.
Classes:
-
CET1RatioMetric–CET1 capital ratio from the closed balance sheet (simplified).
-
TotalAssetsMetric–Total assets from the closed balance sheet.
-
TotalEquityMetric–Total equity from the closed balance sheet (includes net income).
-
TotalLiabilitiesMetric–Total liabilities from the closed balance sheet.
CET1RatioMetric(reporting_service: ReportingService)
CET1 capital ratio from the closed balance sheet (simplified).
Methods:
-
compute–CET1 (equity) / total assets from the closed balance sheet.
compute(
bank: Any,
market_state: MarketState,
valuation_store: ValuationStore,
date: date | None = None,
) -> float
CET1 (equity) / total assets from the closed balance sheet.
TotalAssetsMetric(reporting_service: ReportingService)
Total assets from the closed balance sheet.
Methods:
-
compute–Total assets from the closed balance sheet.
compute(
bank: Any,
market_state: MarketState,
valuation_store: ValuationStore,
date: date | None = None,
) -> float
Total assets from the closed balance sheet.
TotalEquityMetric(reporting_service: ReportingService)
Total equity from the closed balance sheet (includes net income).
Methods:
-
compute–Total equity from the closed balance sheet.
compute(
bank: Any,
market_state: MarketState,
valuation_store: ValuationStore,
date: date | None = None,
) -> float
Total equity from the closed balance sheet.
TotalLiabilitiesMetric(reporting_service: ReportingService)
Total liabilities from the closed balance sheet.
Methods:
-
compute–Total liabilities from the closed balance sheet.
compute(
bank: Any,
market_state: MarketState,
valuation_store: ValuationStore,
date: date | None = None,
) -> float
Total liabilities from the closed balance sheet.