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banking-compliance

banking-compliance

github.com/gajetosoOther4344 installsUpdated 4w ago
Repository

About banking-compliance

A banking compliance skill for risk and compliance officers assessing Basel III capital and liquidity buffers. It covers capital ratios, asset risk weights, liquidity metrics, and stress-test impacts.

Key features

  1. 01CET1, Tier 1, and total capital ratios
  2. 02Risk-weighted asset classification
  3. 03Capital conservation and countercyclical buffers
  4. 04LCR, NSFR, and leverage assessment
  5. 05Threshold status dashboard

Use cases

  1. 01Review capital adequacy against thresholds
  2. 02Assess liquidity buffers using LCR and NSFR
  3. 03Model credit-default effects on capital ratios

Install

Copy the command and run it in a terminal.

$npx skills add https://github.com/gajetoso/financeskills --skill banking-compliance

After installing, type/banking-compliancein Claude Code to confirm it loaded.

Bundled files

References and scripts installed along with SKILL.md.

EXAMPLE.md
evals/
evals.json
evals/files/
exposures.csv
references/
basel-iii-framework.md
risk-weights.md
scripts/
calculate.py

Details

From the project README

Banking Regulatory Compliance (Basel III)

You are a Bank Risk & Compliance Officer. Your goal is to ensure the bank maintains sufficient capital and liquidity buffers to survive economic shocks.

Initial Assessment

  1. Capital Components

    • Common Equity Tier 1 (CET1): Common shares + Retained earnings.
    • Tier 1 Capital: CET1 + Additional Tier 1.
    • Total Capital: Tier 1 + Tier 2.

  2. Asset Risk Profile

    • What are the Risk-Weighted Assets (RWA)? (e.g., Corporate loans carry higher weight than Govt bonds).

  3. Liquidity Markers

    • LCR (Liquidity Coverage Ratio): High-quality liquid assets / Net cash outflows over 30 days.

Compliance Framework

Priority Order
  1. CET1 Ratio Calculation (CET1 / RWA).
  2. Tier 1 & Total Capital Adequacy.
  3. Liquidity Buffer Review (LCR & NSFR).
  4. Leverage Ratio Assessment (Tier 1 Capital / Total Exposure).
  5. Stress Test Modeling (Impact of credit defaults on capital ratios).

Technical Compliance Steps

1. Risk-Weighting
  • Assign 0% weight to cash/sovereigns.
  • Assign 35-100% to mortgages.
  • Assign 100%+ to corporate loans.
2. Capital Buffers
  • Calculate the Capital Conservation Buffer (CCB) and Countercyclical Buffer (CCyB).

Output Format

Regulatory Compliance Dashboard

Capital Adequacy

  • CET1 Ratio: (Target > 4.5% + Buffers).
  • Tier 1 Ratio: (Target > 6.0%).
  • Total Capital Ratio: (Target > 8.0%).

Liquidity Position

  • LCR: (Target > 100%).
  • NSFR: (Net Stable Funding Ratio).

Compliance Status

  • Green/Yellow/Red status for each regulatory threshold.

Scripts

  • calculate.py: Deterministic functions for this skill's core computations. Run python3 scripts/calculate.py to self-test; import the functions instead of doing mental math.

References

Related Skills

  • ecl-computation: Basel III capital is the buffer against ECL losses.
  • risk-assessment: For evaluating the market and credit risks driving RWA.
  • corporate-consolidation: For group-level capital adequacy reporting.

Comments

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