Workbook Guide

🗺️ Workbook Guide

📌 Guide, not policy. The template src/workbook/SACCR_Template.xlsx and the README govern; where this page differs, the repository wins.

A map of the workbook built from the template at v1.0.2: what each of the 16 sheets is for, where its table starts, which buttons it carries, and how the workbook tells you whether its results still describe the inputs.

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🧭 Sheet map

Every sheet keeps two narrow margin columns (A:B) and two margin rows (1:2); every table starts in column C. Tables are found through workbook names, not fixed rows, so rows can move without breaking the engine.

#	Sheet	Kind	Table starts at (workbook name)	Holds
1	README	Guide	—	How to use, sign and input conventions, methodology summary, sheet list, worksheet functions, scope and limitations, and the reference card picture (heading C76)
2	Params	Input	Params_Code (C5), SF_Table (C28:K54), FX_Table (C57:E62)	Run parameters, supervisory-factor table, FX rates
3	NettingSets	Input	NettingSets_Header (C6)	One row per netting set, columns C–S
4	Trades	Input	Trades_Header (C4)	One row per trade leg, columns C–AD
5	Results	Output	Results_Header (C6)	One row per netting set, TOTAL rows per regime; run summary C4, status C5
6	HedgingSets	Output	HedgingSets_Header (C5)	Effective notionals and add-ons per hedging set
7	Buckets	Output	Buckets_Header (C5)	IR maturity buckets, FX pairs, credit/equity entities, commodity types
8	TradeCalc	Output	TradeCalc_Header (C5)	Every trade-level quantity, or the reasons a trade was excluded
9	Checks	Output	Checks_Header (C5)	Errors, warnings and information lines
10	BankNettingSets	Input (optional)	BankNettingSets_Header (C8); settings D4:D6	A bank's own figures per netting set
11	Reconciliation	Output	Reconciliation_Header (C6); summary C4, status C5	Bank figures against Results
12	BankTrades	Input (optional)	BankTrades_Header (C8); settings D4:D6	A bank's own figures per trade leg
13	TradeReconciliation	Output	TradeReconciliation_Header (C6); summary C4, status C5	Bank figures against TradeCalc
14	TestCatalogue	Regression	Header row 6, tests in rows 7–34	28 reference tests read from Results and TradeCalc
15	FormulaTest	Unit tests	Tolerance E4 (FormulaTest_Tolerance), header row 6, tests in rows 7–28	The SACCR_* functions against Excel's own formulas
16	Basel_vs_CRR	Documentation	Header row 5, rows 6–33	28 rows comparing CRE52 and the CRR, with the workbook treatment

Detailed column lists are on Inputs (sheets 2–4), Outputs and Statuses (5–9) and Reconciliation and Evidence (10–13).

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🔘 Buttons and macros

The template carries ten form buttons. They call macros of M_Main by name, so they work once M_Main is imported.

Sheet	Buttons	Macros
Trades	Run SA-CCR · Validate inputs · Clear outputs	RunSACCR · ValidateInputs · ClearOutputs
Results	Run SA-CCR · Validate inputs · Clear outputs	RunSACCR · ValidateInputs · ClearOutputs
TestCatalogue	Run SA-CCR · Validate inputs · Clear outputs	RunSACCR · ValidateInputs · ClearOutputs
Reconciliation	Export evidence	ExportEvidence

Macro	What it does	What it leaves
RunSACCR	Recalculates the workbook, validates every input, calculates, writes Results, HedgingSets, Buckets, TradeCalc and Checks, then both reconciliations	A message box with trades used, total EAD per regime, errors and warnings, run class, the netting sets whose EAD is withheld (split by regime), and the reconciliation lines; the Checks sheet is brought forward when the run stops
ValidateInputs	Clears the outputs, recalculates and validates; writes Checks only	Message Validation finished: N error(s), M warning(s). and the Checks sheet in front; Results C4 says outputs cleared: press Run SA-CCR to calculate
ClearOutputs	Empties the five output tables and both reconciliations	Results C4 reads Outputs cleared <time>
ExportEvidence	Writes the evidence CSV of the current run to a file you choose	Refused with a reason when anything is out of date; see Reconciliation and Evidence

Every operation captures Excel's calculation mode, events and screen updating, changes them for speed, and restores them as it found them, also after a failure. A second operation started while one runs is refused (An SA-CCR operation is already running.). For callers without buttons there are silent entry points (RunSACCR_Silent, ExportEvidence_Silent, ResultsStatus); see How It Works.

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🎨 Colour conventions

Convention	Meaning
Yellow cells	Inputs. The README sheet says so in step 2 ("Yellow cells are inputs"), Params in its note ("only the yellow values are meant to be changed"), FormulaTest in its note ("on the yellow inputs")
Dropdowns and input messages	Data validation on Params, the factor and FX tables, NettingSets, Trades and the bank sheets explains each field and offers the allowed codes
Red repeated keys	A repeated key in a keyed column is shown in red (conditional formatting)
Bold	The TOTAL rows on Results, and the severity cell of each ERROR line on Checks
Red status cell	Results C5 turns red when it reads OUT OF DATE
Light-red rows	Results rows whose status is INVALID or INCOMPLETE (conditional formatting, from 1.0.2), so withheld EADs stand out; VALID, NO TRADES and TOTAL rows are not highlighted
Basel_vs_CRR colours	Column G is green when it starts with "Same" and red bold otherwise; column K is black for VERIFIED and red bold otherwise (conditional formatting, #296)

Data validation guides typing but does not protect against pasted values; the engine checks every input again (see Inputs).

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🚦 Run status indicators

Results carries two cells above its table:

Cell	Content	Written by
C4 — run summary	Last run <time> | reporting date … | ccy … | economic trades used … of …, legs … of … | errors …, warnings … | regulatory parameters CRE52-CRR-2026-10-09 | inputs <fingerprint> | <seconds> s, plus | EAD withheld for N netting set(s): … when any, split by regime (for example | EAD withheld for 2 netting set(s): BCBS 2, #276). Other forms: Last validation …, Last run … FAILED - …, Outputs cleared …	The macro, at the end of each operation
C5 — status	Inputs unchanged since the last run (inputs XXXXXXXX); outputs are checked when evidence is exported (1.0.0: Results current (inputs XXXXXXXX)), OUT OF DATE - inputs changed since the last run; press Run SA-CCR., No results: press Run SA-CCR. or Status unavailable: <reason>	The formula =ResultsStatusText(SACCR_RunInputs, NettingSets!$C:$S, Trades!$C:$AC, Params!$1:$1048576) ($C:$Q and $C:$AA up to 1.0.1)

C5 is a formula, not a macro write, so Excel recalculates it whenever an input changes and Undo keeps working. In manual calculation press F9 to refresh it. Reconciliation C5 and TradeReconciliation C5 work the same way for the comparison with the bank's figures. Details are on Outputs and Statuses.

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📚 Sheet by sheet

README

The in-workbook guide: seven "How to use" steps (enable macros, parameters, netting sets, trades, run, review, regime), the sign and input conventions (direction, sub-class, risk factor, notional, dates, nature, options), a methodology summary, the sheet list, the ten worksheet functions, the scope and limitations, and the one-page EAD reference card as a picture at the foot of the sheet: the link in D23 jumps to it (README!C114) instead of opening GitHub (#283).

Screenshot: README sheet

Params, NettingSets, Trades

The three input sheets; every column is described on Inputs.

Screenshots: Params, NettingSets and Trades

Results, HedgingSets, Buckets, TradeCalc, Checks

The five output tables, cleared at the start of every operation and rewritten by Run SA-CCR. Read them top-down: Results for the netting set, then HedgingSets and Buckets for aggregation, then TradeCalc for each trade, and Checks for everything rejected or assumed. See Outputs and Statuses.

Screenshots: Results (EAD part) and Checks after the demonstration run

BankNettingSets, Reconciliation, BankTrades, TradeReconciliation

Optional. Enter a bank's own figures; Run SA-CCR compares them with Results and TradeCalc. The template ships both bank sheets empty. See Reconciliation and Evidence.

TestCatalogue

28 reference tests (T01–T28), each reading one output cell by netting-set or trade ID and column header with INDEX/MATCH, and comparing it with an expected value and tolerance; E36 summarises (28 passed, 0 failed of 28 on the recorded run). The sheet reads the demonstration portfolio, in which the CRE99 amounts are entered in thousands; values shown are those of the last run. See Test Catalogue.

FormulaTest

22 unit tests (rows 7–28) of the ten SACCR_* functions against the same rule written with Excel's own functions, with a tolerance in E4. See Worksheet Functions.

Screenshots: TestCatalogue and FormulaTest

Basel_vs_CRR

28 numbered rows, each with the area, the Basel CRE52 rule, the EU CRR rule, whether they are the same or different, the effect on the numbers, the workbook treatment, the tests that cover it and the source-check status. In 1.0.2 (#389) eight rows were completed or qualified and three added (equity and commodity adjusted notional, variable notional or quantity, multiple exchanges and leverage); the Source check header says that it records a text check, not numerical validation. Its header names the texts compared: the CRR consolidated version of 26/06/2026, Delegated Regulation (EU) 2021/931 as amended by (EU) 2025/855, the EBA Q&A, CRE52 with its FAQs and the CRE99 examples. The regulation section of this wiki explains the differences: Basel vs CRR.

Screenshot: Basel_vs_CRR, first 11 rows

ℹ️ The screenshots were taken in Excel for Windows on 2026-10-16 with the demonstration portfolio, except Basel_vs_CRR, retaken on 2026-10-17 and on 2026-10-20 after the revision of its rows. They do not show the input columns and the Results highlight added in 1.0.2. Their numbers follow that machine's regional settings (decimal comma); the workbook itself reads and writes locale-independent values.

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🔗 Related

• Getting Started — build, compile and run
• Inputs · Outputs and Statuses · Reconciliation and Evidence
• How It Works — the calculation flow and modules
• Worksheet Functions · Test Catalogue
• Troubleshooting · Home