DROP Capital implements the Basel Economic Risk Capital and Operational Capital Analytics.
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Allocation DROP Capital Allocation Package implements the Economic Risk Capital Entity Allocation.
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BCBS DROP Capital BCBS Package implements the BCBS and Jurisdictional Capital Ratios.
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Definition DROP Capital Definition Package holds the Economic Risk Capital Categorical Definitions.
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Entity DROP Capital Entity Package contains the Economic Risk Capital Estimation Nodes.
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Env DROP Capital Env Package implements the Economic Risk Capital Parameter Factories.
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Explain DROP Capital Explain Package implements the Economic Risk Capital Attribution Explain.
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Feed DROP Capital Feed Package holds the Risk Capital Estimation Feed Processors.
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Label DROP Capital Label Package contains the Economic Risk Capital Entity Labels.
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Setting DROP Capital Setting Package maintains the Economic Risk Capital Simulation Settings.
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Shell DROP Capital Shell Package implements the Economic Risk Capital Parameter Contexts.
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Simulation DROP Capital Simulation Package holds the Economic Risk Capital Simulation Ensemble.
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Stress DROP Capital Stress Package contains the Economic Risk Capital Stress Event Settings.
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Systemic Scenario DROP Capital Stress Scenario Package implements the Systemic Stress Scenario Design/Construction.
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Basel Committee on Banking Supervision (2017): Basel III Leverage Ratio Framework and Disclosure Requirements https://www.bis.org/publ/bcbs270.pdf
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Central Banking (2013): Fed and FDIC agree 6% Leverage Ratio for US SIFIs https://www.centralbanking.com/central-banking/news/2280726/fed-and-fdic-agree-6-leverage-ratio-for-us-sifis
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European Banking Agency (2013): Implementing Basel III in Europe: CRD IV Package https://eba.europa.eu/regulation-and-policy/implementing-basel-iii-europe
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Wikipedia (2018): Basel III https://en.wikipedia.org/wiki/Basel_III
- Main => https://lakshmidrip.github.io/DROP/
- Wiki => https://github.com/lakshmiDRIP/DROP/wiki
- GitHub => https://github.com/lakshmiDRIP/DROP
- Repo Layout Taxonomy => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
- Javadoc => https://lakshmidrip.github.io/DROP/Javadoc/index.html
- Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
- Release Versions => https://lakshmidrip.github.io/DROP/version.html
- Community Credits => https://lakshmidrip.github.io/DROP/credits.html
- Issues Catalog => https://github.com/lakshmiDRIP/DROP/issues