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