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  • Follow the repository rename and the current roadmap Point every link at danielep71/K-SACCR instead of danielep71/VBA-SACCR-Toolkit: files, issues, releases, milestones, commits, image URLs, and the clone and cd lines in Getting Started. Bring the roadmap in line with the README on main: v1.7.0 is the standalone Python engine (#450-#459); the v1.8.0 to v1.10.0 rows and the note that v1.7.0 is unused are removed. Securities financing transactions are developed in K-SFTs; risk-weighted assets, capital and default-fund contributions to CCPs in K-Risk Engines; CVA risk in an engine of its own. Open Items and Limitations, Regulatory Basis and SA-CCR Overview say the same. Checked: no old repository name is left; every blob, tree and raw link resolves on main, anchors included.

    @danielep71 danielep71 committed Oct 27, 2026
  • Update branch status and drop third-person references to the author Open Items and Limitations now lists release/1.0.0, release/1.0.1 and release/1.0.2 as closed, after the retirement of the historical release branches. Replace "the owner" and "the maintainer" with neutral wording on ten pages: Home, Getting Started, Test Catalogue, Workbook Guide, Validation Approach, Regulatory Sources, Regulatory Basis, Worked Examples and Replacement Cost and Collateral. Measurements, runs and screenshots are described without naming who made them; the evidence-policy text says the project has no separate reviewer and that values derived within the project stay illustrative. The meaning of the evidence classes is unchanged. Validated: no "owner" or "maintainer" left in the wiki; git diff --check clean.

    @danielep71 danielep71 committed Oct 23, 2026
  • Update the wiki for release 1.0.2 Inputs, Margining and MPOR, Outputs and Statuses, Troubleshooting and Getting Started describe the CCP columns R:S, roles CCP and MULTI, the settled-to-market columns AB:AC with Comment in AD, the CCP MPOR floor and retained-VM horizon, the new Checks INFO lines and the light-red highlight, and moving inputs from 1.0.1. Test Catalogue, Validation Approach and Open Items give the 1.0.2 counts (288 cases, 1,283 checks), the certification at cfb88e5 with its one deviation, the evidence rule without independent review, and the remaining limitations. The regulation pages, Home and the footer name release 1.0.2.

    @danielep71 danielep71 committed Oct 23, 2026
  • Describe release 1.0.1 Status, badges, footer and download steps name 1.0.1 (tag v1.0.1, 2026-10-18); the 1.0.1 certification is added beside the 1.0.0 record; suite counts are 230 cases and 1,033 checks; the active branch is release/1.0.2; CCPs (#112) are planned in v1.0.2 instead of v1.7.0.

    @danielep71 danielep71 committed Oct 18, 2026
  • Align the wiki with release 1.0.0 Release 1.0.0 is published: status lines, footer and Home name the tag v1.0.0, its assets and the active branch release/1.0.1. Getting Started explains the released workbook (hash check, then unblock). The pages that quoted the template and messages at 0a6138c were checked against v1.0.0 and corrected: Params citations, output and reconciliation headers, C4/C5 texts, withheld netting sets split by regime, the README sheet reference card, the Basel_vs_CRR colours and the TestCatalogue source labels. Open Items and Validation Approach record the 1.0.0 certification and its declared deviation.

    @danielep71 danielep71 committed Oct 17, 2026
  • Report the 500,000-trade benchmark and say "No real portfolio data" The owner's benchmark of 2026-10-17 (#291) measured synthetic CRR portfolios on the supported 64-bit Windows host: 1,000 legs in 0.31 s, 10,000 in 1.62 s, 50,000 in 8.50 s and 500,000 legs in 1,000 netting sets in 113.93 s, every leg used and every netting set VALID. - Getting Started: new Portfolio size section with the table, no fixed trade limit, the 5,000-row validation range of Trades and the cost of an inflated used range. - Open Items and Limitations: the size measurement of #46 marked done; the limitation now states the measured size. - Home: Scale badge and the result in the introduction. - Footer and Regulatory Basis: "No real portfolio data" replaces "Synthetic data only", as in the repository (#293).

    @danielep71 danielep71 committed Oct 17, 2026
  • Rebuild the wiki in two sections: Regulation and Workbook The wiki is reorganised into two folders, shown as two groups in the sidebar: - Regulation (8 pages): SA-CCR Overview, Regulatory Sources, Regulatory Basis, Replacement Cost and Collateral, Margining and MPOR, Potential Future Exposure, Basel vs CRR, Worked Examples. - Workbook (11 pages): Getting Started, Workbook Guide, Inputs, Outputs and Statuses, Reconciliation and Evidence, How It Works, Worksheet Functions, Test Catalogue, Validation Approach, Troubleshooting, Open Items and Limitations. Six pages are new: Replacement Cost and Collateral, Margining and MPOR, Potential Future Exposure, Inputs, Outputs and Statuses, Reconciliation and Evidence, Worksheet Functions and Troubleshooting replace and extend the content previously spread over the old pages. Every page carries badges, a "guide, not policy" note pointing to the governing repository document, and related-page links. The content is brought up to main 0a6138c (2026-10-16): CRE54 in the source register, eight recorded regime differences (including the client-clearing MPOR and one-way posted VM), the margined EAD cap with C = NICA in both regimes, the dispute-MPOR decision, named output headers, reconciliation and evidence export, the eight Excel suites (228 cases, 1001 checks), the drag-and-drop sync launchers, screenshots from docs/assets, and the remaining v1.0.0 work under #46. Statements resolved since the previous snapshot (#45, #152, #159, #160) are no longer listed as open. The old flat pages are removed; the new pages keep the same names, so existing links by page name still resolve.

    @danielep71 danielep71 committed Oct 16, 2026
  • Name the project K-SACCR Replace "SA-CCR Benchmark" with the project name K-SACCR in Home, SA-CCR Overview, the sidebar and the footer. SA-CCR still names the regulatory method; the repository name is unchanged.

    @danielep71 danielep71 committed Oct 15, 2026
  • Add the reference card and refresh status after #235 SA-CCR Overview: new section "The calculation at a glance" showing the EAD reference card from main, linked to the full-size SVG. Home and Open Items and Limitations: status after the integration of release/1.0.0 into main (#235, 3982f8d); open v1.0.0 work is now #46, #45 and #34; delivered list extended with #221-#234.

    @danielep71 danielep71 committed Oct 15, 2026
  • Refresh the status snapshot and later milestones Home: status as of October 15, 2026, pointing to the latest main integration (#219) and to Open Items and Limitations. Open Items and Limitations: new snapshot of release/1.0.0 (75aa5d9, #226) with the open v1.0.0 issues (#228, #227, #204, #198, #196, #60, #46, #45, #34); delivered work since October 12; limits updated for per-regime TOTAL rows, digital options in v1.4.0 and the closed synchronizer issues; later-milestones table aligned with the GitHub milestones (v1.1.0 CSV import through v1.10.0 RWA and capital).

    @danielep71 danielep71 committed Oct 15, 2026
  • Wiki update

    @danielep71 danielep71 committed Oct 12, 2026
  • docs(wiki): reconcile all pages with the current v1.0.0 baseline - Correct release status, cap treatment, and validation claims - Document economic-trade legs and the FormulaTest layout - Update supported hosts, limitations, and roadmap - Preserve existing page URLs and refresh navigation - Include the wiki footer in publication and drift checks

    @danielep71 danielep71 committed Oct 12, 2026
  • docs(wiki): add SA-CCR wiki – sources, Basel vs CRR, how it works, worked examples Add 8 pages plus _Sidebar and _Footer: - Home: overview, badges, wiki map, reference results vs published Basel figures - Getting-Started: install, unblock macros, first run, input conventions, troubleshooting - Regulatory-Sources: normative hierarchy (CRR -> Del. Reg. 2021/931 as amended by 2025/855 -> EBA Q&A; CRE52/CRE99 as benchmark), primary sources, verification legend - Basel-vs-CRR: 25-area comparison; deep dives on the Art. 274(3) cap (EBA Q&A 2023_6962, VM excluded from NICA) and the lambda shift for negative rates/prices - How-It-Works: calculation pipeline, formulas, aggregation by asset class, regime layer, workbook and VBA module map, verification approach - Worked-Examples: CRE99/BCBS 279 examples 1-5 and five EU scenarios (VM cap, negative IR forward, negative commodity price, other risks, swaption at 1%) - Test-Catalogue: 28 reference tests with regime, source status and tolerance - Open-Items-and-Limitations: verification backlog, out-of-scope items, roadmap All figures are generated from the engine's reference run (v1.1.0). Known open item: CRR Art. 280e factor for climatic conditions (18% placeholder).

    @danielep71 danielep71 committed Oct 6, 2026
  • Initial Home page

    @danielep71 danielep71 committed Oct 6, 2026