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base

Classes:

  • BalanceSheetCategory –

    Enumeration for the category of the balance sheet an instrument is on.

  • BookType –

    Enumeration for different types of books.

  • ScenarioData –

    Enumeration for raw scenario data loaded from sources.

  • ScenarioMetric –

    Enumeration for metrics available in a given scenario.

BalanceSheetCategory

Bases: Enum

Enumeration for the category of the balance sheet an instrument is on.

BookType

Bases: Enum

Enumeration for different types of books.

Before a bank can calculate RWA for credit risk and RWA for market risk, it must follow the requirements of RBC25 to identify the instruments that are in the trading book. The banking book comprises all instruments that are not in the trading book and all other assets of the bank.

ScenarioData

Bases: Enum

Enumeration for raw scenario data loaded from sources.

ScenarioMetric

Bases: Enum

Enumeration for metrics available in a given scenario.