SACCR
cranv3.4SA 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=SACCR45
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3/20
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25/25
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curl https://depscope.dev/api/check/cran/SACCRFirst published · 2026-01-19 07:06:42
Last updated · 2026-01-19T05:51:00+00:00