Configuration¶
Functional Requirements¶
| ID | Requirement | Priority | Status |
|---|---|---|---|
| FR-5.1 | Framework toggle: CRR vs Basel 3.1 via factory methods (CalculationConfig.crr() / .basel_3_1()) |
P0 | Done |
| FR-5.2 | IRB approach configuration: F-IRB, A-IRB, or hybrid (per-exposure-class permissions) | P0 | Done |
| FR-5.3 | Configurable reporting date (drives regulatory parameter selection) | P0 | Done |
| FR-5.4 | Configurable PD floors, LGD floors, output floor percentage | P1 | Done |
| FR-5.5 | Configurable scaling factor (1.06 CRR, 1.0 Basel 3.1) | P0 | Done |
| FR-5.6 | Target currency for FX conversion | P1 | Done |
Factory Methods¶
CalculationConfig.crr()— CRR (Basel 3.0) configuration with 1.06 scaling factor, SME supporting factorsCalculationConfig.basel_3_1()— Basel 3.1 configuration with 1.0 scaling factor, no SME factors, output floor
Outstanding Work¶
None — all configuration requirements are complete.