basel-rwa-market
OfficialDecode Basel III FRTB market risk in minutes.
Authorpanaversity
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Basel III FRTB market risk capital modeling for trading desks—covering standardised and internal models approaches, with a focus on regulation-compliant capital charges and desk-level governance.
Core Features & Use Cases
- Handles SA-TB, IMA, SBM, DRC, and RRAO components to compute market risk capital.
- Supports desk-level IMA eligibility checks (PLA and backtesting) and jurisdiction overlays.
- Provides guidance for regulatory reporting and risk governance for trading desks.
Quick Start
Run Basel RWA Market modeling for a specific trading desk to compute required market risk capital under FRTB.
Dependency Matrix
Required Modules
None requiredComponents
Standard packageđź’» Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: basel-rwa-market Download link: https://github.com/panaversity/agentfactory-business-plugins/archive/main.zip#basel-rwa-market Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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