saccr

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danielep71 / K-SACCR

Independent Excel/VBA toolkit for SA-CCR calculation, regulatory benchmarking and validation under CRR and Basel, with reproducible tests, reconciliation and audit evidence.

excel vba derivatives model-validation risk-management basel credit-risk counterparty-credit-risk sa-ccr basel-iii basel3 saccr basel4

Updated Oct 31, 2026
VBA

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