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. All of them are re-exported from the package rwa_calc.reporting.corep, which is the import path to prefer. Their module homes are corep/templates.py (rows, columns, bands and the exposure-class maps) and corep/sheet_labels.py (display names for the C 07.00 / OF 07.00 sheet axis).

COREPRow¶

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

COREPColumn¶

@dataclass(frozen=True)
class COREPColumn:
    ref: str         # Column reference, e.g. "0010" (4-digit COREP refs)
    name: str        # Display name
    group: str = ""  # Logical group (e.g. "Exposure", "CRM Substitution")

Exposure-class axis maps¶

The SA and IRB templates are submitted once per exposure class, so the class is a sheet dimension rather than a row: an ExposureClass value is folded onto a sheet key, and the sheet key is separately named for display. Those are two jobs and two maps — a map that carries both a row ref and a name for this axis is describing a template that does not exist.

Row and column definitions¶

Prefer the framework accessors — get_c07_columns(framework), get_c08_columns(framework) and their siblings — over the underlying constants, so a caller does not have to branch on the regime itself.

Import Paths¶

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

# Template constants — all re-exported from the package
from rwa_calc.reporting.corep import (
    C02_00_SA_CLASS_MAP,
    C07_00_SA_SHEET_KEYS,
    C07_00_SA_SHEET_MAP,
    IRB_EXPOSURE_CLASS_LABELS,
    PD_BANDS,
    SA_RISK_WEIGHT_BANDS,
    get_c07_columns,
    get_c07_sheet_labels,
    get_c08_columns,
)