SACCR

cranv3.4

SA Counterparty Credit Risk under CRR2. Computes the Exposure-At-Default based on the standardized approach of CRR2 (SA-CCR). The simplified version of SA-CCR has been included, as well as the OEM methodology. Multiple trade types of all the five major asset classes are being supported including the Other Exposure and, given the inherita

License GPL-3strong copyleft0 versions1 maintainers4 deps162 weekly dl
https://CRAN.R-project.org/package=SACCR
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safe to use

[email protected] is safe to use (health: 45/100)

Health breakdown0 – 100
15/25
maintenance
3/20
popularity
25/25
security
0/15
maturity
2/15
community
Vulnerabilities
0
none known

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First published · 2026-01-19 07:06:42

Last updated · 2026-01-19T05:51:00+00:00