riskweightedassets 1.2.4

Address the CRAN incoming Windows overall-checktime finding for 1.2.3. Prepare IRRBB yield curves and discount factors once per currency and evaluate repeated maturities once per scenario. Keep the existing scalar shock/floor formulae and original cashflow accumulation order; no cross-run cache.
Preserve the public API, regulatory parameters, reference datasets and all existing test assertions. Add scalar-reference regression coverage for multiple currencies, repeated maturities, negative rates, overrides and input errors.
This CRAN candidate retains all correctness fixes from 1.2.0 through 1.2.3. GitHub publication is independent and is not changed by this resubmission.

riskweightedassets 1.2.3

Preserve the full UTC knowledge timestamp in official_snapshot(), including ISO strings from run_config; use the same parser in portfolio calculations.
Add regression coverage for implicit/explicit snapshots, date-only and fractional-second timestamps, missing values and malformed input.
Includes all corrections from 1.2.0–1.2.2 in the CRAN update from 1.1.1.
Reduce repeated full-portfolio work in targeted credit regression tests; retain every existing assertion and both complete numerical reference profiles. Reuse test-only inputs/results without changing production code or reference data.

Fixed inconsistent default_flag parsing between Standardised Approach and IRB. Accepted representations are normalised once and shared by SA, IRB, KSA and output-floor calculations; missing or ambiguous flags now fail closed.
Added SA_Detail.defaulted, shared Python/R vectors, and public portfolio tests.
Existing 1.2.1 default LGD-treatment contract and reference parameters retained.

Corrected supervisory-LGD FIRB defaults: K/RW/RWEA = 0; EL = LGD * EAD.
Unified default/PD handling; retained original PD and resolved LGD treatment.
Default formula calls require explicit lgd_treatment. Unsupported combinations fail closed, including slotting (no separate implementation).
Added public-API default/capital regressions and documented API migration.

Added four documented public supporting-factor functions (77 exports).
Applied verified SME/infrastructure factors to IRB RWEA without changing K or EL.
Added compatible optional Excel fields, traceable evidence and floor-path diagnostics.
Preserved legacy SA factors with explicit unverified-eligibility warnings.
Added boundary, eligibility, regression and output-floor tests.

Expanded the public API from 10 to 73 documented exports, designed around concrete bank-analyst questions rather than a single coarse workflow.
Added 34 granular formula functions for credit, IRB, CRM, CCR, SFT, CVA, securitisation, settlement, operational risk, output floor, NPE, Tier 2, FRTB, IRRBB and economic-capital aggregation.
Added nine domain-analysis functions and public metric, result-table, control, validation, parameter, formula, schema and snapshot accessors.
Added explicit non-mutating regulatory-parameter overrides with mandatory rationale, approval reference and old/new-value audit trail.
Preserved both applied and fully-loaded metrics and controls in calculation results for direct comparison.

Added the complete native R migration of the Python 1.0.0 RWA engine.
Added SA and IRB credit, CRM, CCR, SFT, CCP, CVA, securitisation, settlement, large-exposure, market, operational-risk and output-floor calculations.
Added own funds, prudential constraints, leverage, MREL/TLAC, IRRBB/CSRBB and economic/normative ICAAP calculations.
Added 68 canonical tables, 16-workbook input and six-workbook output flows, bitemporal snapshots, strict validation, lineage and reconciliation controls.
Added two complete synthetic profiles and all-metric Python golden parity.
Added function, vignette, methodology, governance, legal and CRAN release documentation.