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This program calculates:

  • Expected loss (EL)

  • Asset Correlation (Rho)

  • Capital requirement (k)

  • Risk Weighted Assets (RWA)

According to the Basel IRB approach

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This version

1.0

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  • Uploaded via: twine/3.4.1 importlib_metadata/4.0.1 pkginfo/1.7.0 requests/2.25.1 requests-toolbelt/0.9.1 tqdm/4.60.0 CPython/3.9.4

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