library(riskweightedassets)
sme_supporting_factor(5000000)## [1] 0.80595infrastructure_supporting_factor()## [1] 0.75apply_credit_supporting_factors(1000000, 0.80595, 0.75)## [1] 604462.5irb_risk_weighted_assets(1000000, 0.08, 0.80595, 0.75)## [1] 604462.5sme_supporting_factor() uses the reviewed Article 501 E* in EUR, not individual EAD. infrastructure_supporting_factor() reads the governed rate. apply_credit_supporting_factors() combines the independent factors. irb_risk_weighted_assets() leaves K unchanged and applies the factors to RWEA.
Both sa_classification and irb_parameter accept sme_supporting_eligible, infrastructure_supporting_eligible, sme_total_amount_owed_eur, supporting_factor_reference and supporting_factor_approved_by. The IRB table also accepts supporting_factor_type and supporting_factor. Leave the numeric factor blank to calculate it; a supplied value must match the computed product.
Eligibility flags attest ALL legal conditions. The engine checks numeric and available classification data, but does not inspect bank contracts or certify qualitative conditions. Non-default status, eligible classes and required evidence are enforced before applying new support. SME and infrastructure may both apply. Parameter overrides require the existing reason/approval workflow.
IRB_Detail and SA_Detail disclose pre-support RWEA, factor components, overall factor, relief, evidence, approver and status. IRB rw remains pre-support; effective_rw is post-support. sa_comparison_supporting_factor and supporting_factor_path_difference expose any difference between the two paths.
Old IRB inputs default to no relief. Old SA factors remain reproducible but are marked LEGACY_SA_UNVERIFIED, with a validation warning. This is not an eligibility certificate. The factors are never silently copied between SA and IRB.
Adjusted actual RWEA feeds U-TREA and independently adjusted SA comparison RWEA feeds S-TREA. The floor is then applied once in both applied and fully-loaded views. A binding floor can absorb an IRB-only reduction. Expected loss, shortfall and excess are not scaled.