Reporting API¶

The reporting module generates regulatory templates from calculation results.

COREPGenerator¶

Transforms exposure-level RWA results into COREP-formatted DataFrames for regulatory reporting. Stateless — no constructor parameters required.

from rwa_calc.reporting import COREPGenerator

generator = COREPGenerator()

generate_from_lazyframe()¶

Primary entry point for generating COREP templates from pipeline output.

def generate_from_lazyframe(
    self,
    results: pl.LazyFrame,
    *,
    framework: str = "CRR",
) -> COREPTemplateBundle:

Parameters:

• results — LazyFrame containing exposure-level calculation results. The generator is resilient to column naming variations (e.g., ead_final or final_ead or ead).
• framework — "CRR" or "BASEL_3_1". Determines which template variant to generate (C prefix for CRR, OF prefix for Basel 3.1) and which columns/rows to include.

Approach filtering: SA templates filter on approach_applied == "standardised"; IRB templates filter on approach_applied in ("foundation_irb", "advanced_irb", "slotting").

generate()¶

Convenience method that generates from a CalculationResponse (scans cached Parquet).

def generate(
    self,
    response: CalculationResponse,
) -> COREPTemplateBundle:

export_to_excel()¶

Writes templates to a multi-sheet Excel workbook.

def export_to_excel(
    self,
    bundle: COREPTemplateBundle,
    output_path: Path,
) -> ExportResult:

Creates sheets per template per exposure class (e.g., "C 07.00 - Corporate", "C 08.01 - Corporate", "C 08.02 - Corporate").

Requires xlsxwriter — raises ModuleNotFoundError with install instructions if missing. Creates parent directories automatically.

Returns ExportResult(format="corep_excel", files=[output_path], row_count=total_rows).

COREPTemplateBundle¶

Frozen dataclass containing all generated templates.

@dataclass(frozen=True)
class COREPTemplateBundle:
    c07_00: pl.DataFrame     # C 07.00 / OF 07.00 — SA credit risk
    c08_01: pl.DataFrame     # C 08.01 / OF 08.01 — IRB totals
    c08_02: pl.DataFrame     # C 08.02 / OF 08.02 — IRB by obligor grade
    framework: str = "CRR"   # "CRR" or "BASEL_3_1"
    errors: list[str] = field(default_factory=list)

Template Constants¶

These constants define the regulatory template structure and are available from rwa_calc.reporting.corep.templates:

COREPRow¶

@dataclass(frozen=True)
class COREPRow:
    ref: str                            # Row reference (e.g., "0010")
    name: str                           # Display name
    exposure_class_value: str | None    # Maps to ExposureClass.value

COREPColumn¶

@dataclass(frozen=True)
class COREPColumn:
    ref: str   # Column reference (e.g., "0010")
    name: str  # Display name

Row and Column Mappings¶

Import Paths¶

# Core classes (recommended)
from rwa_calc.reporting import COREPGenerator, COREPTemplateBundle

# Template constants
from rwa_calc.reporting.corep.templates import (
    SA_EXPOSURE_CLASS_ROWS,
    IRB_EXPOSURE_CLASS_ROWS,
    CRR_C07_COLUMNS,
    CRR_C08_COLUMNS,
    PD_BANDS,
    SA_RISK_WEIGHT_BANDS,
)