History / Workbook Guide

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 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 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 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 committed Oct 18, 2026

Describe the inputs-only C5 status and EDITED Results C5 now reads "Inputs unchanged since the last run (inputs ...); outputs are checked when evidence is exported" when the inputs match the last run, and ResultsStatus() gains EDITED for an output cell changed by hand after the run, which the evidence export refuses. The pages show the new text with the 1.0.0 wording beside it, and mark EDITED as from 1.0.1, so they stay correct for the released workbook: - Outputs-and-Statuses: C5 table with the new text and an EDITED row; a paragraph on why C5 checks the inputs only. - Reconciliation-and-Evidence: refusal table names STALE or NONE, and EDITED for an edited output cell. - Workbook-Guide: C5 row lists the new text. - Getting-Started: expected C5 text after the first run. - How-It-Works: ResultsStatus() returns CURRENT, EDITED, STALE or NONE.

danielep71 committed Oct 17, 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 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 committed Oct 16, 2026