Metadata-Version: 2.1
Name: CRR2-RWA
Version: 1.0
Summary: UNKNOWN
Home-page: UNKNOWN
License: UNKNOWN
Platform: UNKNOWN

This project contains a class and 4 definitions as specified below. 
The class is used to calculate credit risk according to CRR 2 Article 154.

The class: RiskWeightCalculation
Takes parameters: PD, LGD and EAD

The methods included in this class:
- expected_loss_as_percentage
- asset_correlation_rho
- capital_requirement
- risk_weighted_exposure_amount

This project will be regularly updated.

Please try and comment!

