Fix TypeScript build errors

- Remove duplicate EscalationLevel export from regulatory.ts
- Add missing logger.ts and reports.ts files to audit package
- Fix treasury package type issues
- Clean dist folders and rebuild

packages/risk-models/src/capital.d.ts

@@ -0,0 +1,9 @@
+import type { Transaction, CapitalImpact, RiskWeight } from '@brazil-swift-ops/types';
+export interface CapitalConfig {
+    capitalRatio: number;
+    capitalBuffer: number;
+    riskWeights: RiskWeight[];
+}
+export declare function getRiskWeight(transaction: Transaction, riskWeights: RiskWeight[]): number;
+export declare function calculateCapitalImpact(transaction: Transaction, config: CapitalConfig): CapitalImpact;
+//# sourceMappingURL=capital.d.ts.map

packages/risk-models/src/capital.d.ts.map

@@ -0,0 +1 @@
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packages/risk-models/src/capital.js

@@ -0,0 +1,33 @@
+import Decimal from 'decimal.js';
+export function getRiskWeight(transaction, riskWeights) {
+    const paymentWeight = riskWeights.find((w) => w.category === 'payment');
+    return paymentWeight?.weight ?? 0.1;
+}
+export function calculateCapitalImpact(transaction, config) {
+    const riskWeight = getRiskWeight(transaction, config.riskWeights);
+    const transactionDecimal = new Decimal(transaction.amount);
+    const weightDecimal = new Decimal(riskWeight);
+    const rwaDecimal = transactionDecimal.mul(weightDecimal);
+    const riskWeightedAssets = rwaDecimal.toNumber();
+    const ratioDecimal = new Decimal(config.capitalRatio);
+    const capitalConsumedDecimal = rwaDecimal.mul(ratioDecimal);
+    const capitalConsumed = capitalConsumedDecimal.toNumber();
+    const capitalBufferAfter = config.capitalBuffer - capitalConsumed;
+    const complianceCheck = capitalBufferAfter >= 0;
+    return {
+        transactionId: transaction.id,
+        transactionAmount: transaction.amount,
+        currency: transaction.currency,
+        riskWeight,
+        riskWeightedAssets,
+        capitalRatio: config.capitalRatio,
+        capitalConsumed,
+        capitalBufferBefore: config.capitalBuffer,
+        capitalBufferAfter,
+        complianceCheck,
+        rationale: complianceCheck
+            ? `Capital consumed: ${capitalConsumed.toFixed(2)}. Capital buffer after transaction: ${capitalBufferAfter.toFixed(2)} (above minimum).`
+            : `Capital consumed: ${capitalConsumed.toFixed(2)}. Capital buffer after transaction: ${capitalBufferAfter.toFixed(2)} (below minimum). Transaction may be blocked.`,
+    };
+}
+//# sourceMappingURL=capital.js.map

packages/risk-models/src/capital.js.map

@@ -0,0 +1 @@
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packages/risk-models/src/escalation.d.ts

@@ -0,0 +1,6 @@
+import type { EscalationState, EscalationLevel, RuleDecision } from '@brazil-swift-ops/types';
+export declare function determineEscalationLevel(decision: RuleDecision, hasLiquidityIssue: boolean, hasCapitalIssue: boolean, hasLCRIssue: boolean): EscalationLevel;
+export declare function createEscalationState(transactionId: string, level: EscalationLevel, reason: string): EscalationState;
+export declare function escalate(currentState: EscalationState, newLevel: EscalationLevel, reason: string): EscalationState;
+export declare function approveEscalation(state: EscalationState, approvedBy: string): EscalationState;
+//# sourceMappingURL=escalation.d.ts.map

packages/risk-models/src/escalation.d.ts.map

@@ -0,0 +1 @@
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packages/risk-models/src/escalation.js

@@ -0,0 +1,39 @@
+export function determineEscalationLevel(decision, hasLiquidityIssue, hasCapitalIssue, hasLCRIssue) {
+    if (decision === 'Allow') {
+        return 'Allow';
+    }
+    if (hasLiquidityIssue || hasCapitalIssue || hasLCRIssue) {
+        return 'TreasuryApproval';
+    }
+    if (decision === 'Escalate') {
+        return 'ComplianceReview';
+    }
+    return 'Hold';
+}
+export function createEscalationState(transactionId, level, reason) {
+    return {
+        transactionId,
+        currentLevel: level,
+        reason,
+        escalatedAt: new Date(),
+        approvalRequired: level !== 'Allow',
+    };
+}
+export function escalate(currentState, newLevel, reason) {
+    return {
+        ...currentState,
+        previousLevel: currentState.currentLevel,
+        currentLevel: newLevel,
+        reason,
+        escalatedAt: new Date(),
+    };
+}
+export function approveEscalation(state, approvedBy) {
+    return {
+        ...state,
+        approvalRequired: false,
+        approvedBy,
+        approvedAt: new Date(),
+    };
+}
+//# sourceMappingURL=escalation.js.map

packages/risk-models/src/escalation.js.map

@@ -0,0 +1 @@
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packages/risk-models/src/index.d.ts

@@ -0,0 +1,6 @@
+export * from './reserves';
+export * from './capital';
+export * from './lcr';
+export * from './escalation';
+export * from './risk-weights';
+//# sourceMappingURL=index.d.ts.map

packages/risk-models/src/index.d.ts.map

@@ -0,0 +1 @@
+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["index.ts"],"names":[],"mappings":"AAAA,cAAc,YAAY,CAAC;AAC3B,cAAc,WAAW,CAAC;AAC1B,cAAc,OAAO,CAAC;AACtB,cAAc,cAAc,CAAC;AAC7B,cAAc,gBAAgB,CAAC"}

packages/risk-models/src/index.js

@@ -0,0 +1,6 @@
+export * from './reserves';
+export * from './capital';
+export * from './lcr';
+export * from './escalation';
+export * from './risk-weights';
+//# sourceMappingURL=index.js.map

packages/risk-models/src/index.js.map

@@ -0,0 +1 @@
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packages/risk-models/src/lcr.d.ts

@@ -0,0 +1,9 @@
+import type { Transaction, LCRImpact } from '@brazil-swift-ops/types';
+export interface LCRConfig {
+    hqla: number;
+    netOutflows: number;
+    minimumLCR: number;
+    runoffFactor: number;
+}
+export declare function calculateLCRImpact(transaction: Transaction, config: LCRConfig): LCRImpact;
+//# sourceMappingURL=lcr.d.ts.map

packages/risk-models/src/lcr.d.ts.map

@@ -0,0 +1 @@
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packages/risk-models/src/lcr.js

@@ -0,0 +1,35 @@
+import Decimal from 'decimal.js';
+import { getDefaultConverter } from '@brazil-swift-ops/utils';
+export function calculateLCRImpact(transaction, config) {
+    const converter = getDefaultConverter();
+    const brlAmount = converter.convert(transaction.amount, transaction.currency, 'BRL');
+    const transactionDecimal = new Decimal(brlAmount);
+    const runoffDecimal = new Decimal(config.runoffFactor);
+    const outflowStressDecimal = transactionDecimal.mul(runoffDecimal);
+    const outflowStress = outflowStressDecimal.toNumber();
+    const netOutflowsAfter = config.netOutflows + outflowStress;
+    const hqlaDecimal = new Decimal(config.hqla);
+    const outflowsBeforeDecimal = new Decimal(config.netOutflows);
+    const outflowsAfterDecimal = new Decimal(netOutflowsAfter);
+    const lcrBefore = outflowsBeforeDecimal.gt(0) ? hqlaDecimal.div(outflowsBeforeDecimal).toNumber() : Infinity;
+    const lcrAfter = outflowsAfterDecimal.gt(0) ? hqlaDecimal.div(outflowsAfterDecimal).toNumber() : Infinity;
+    const complianceCheck = lcrAfter >= config.minimumLCR;
+    return {
+        transactionId: transaction.id,
+        transactionAmount: transaction.amount,
+        currency: transaction.currency,
+        runoffFactor: config.runoffFactor,
+        outflowStress,
+        hqlaBefore: config.hqla,
+        netOutflowsBefore: config.netOutflows,
+        netOutflowsAfter,
+        lcrBefore,
+        lcrAfter,
+        minimumLCR: config.minimumLCR,
+        complianceCheck,
+        rationale: complianceCheck
+            ? `LCR after transaction: ${(lcrAfter * 100).toFixed(2)}% (above minimum ${(config.minimumLCR * 100).toFixed(2)}%).`
+            : `LCR after transaction: ${(lcrAfter * 100).toFixed(2)}% (below minimum ${(config.minimumLCR * 100).toFixed(2)}%). Transaction may be blocked.`,
+    };
+}
+//# sourceMappingURL=lcr.js.map

packages/risk-models/src/lcr.js.map

@@ -0,0 +1 @@
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packages/risk-models/src/reserves.d.ts

@@ -0,0 +1,8 @@
+import type { Transaction, ReserveImpact } from '@brazil-swift-ops/types';
+export interface ReserveConfig {
+    reserveRatio: number;
+    availableLiquidity: number;
+    requiredReserves: number;
+}
+export declare function calculateReserveImpact(transaction: Transaction, config: ReserveConfig): ReserveImpact;
+//# sourceMappingURL=reserves.d.ts.map

packages/risk-models/src/reserves.d.ts.map

@@ -0,0 +1 @@
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packages/risk-models/src/reserves.js

@@ -0,0 +1,27 @@
+import Decimal from 'decimal.js';
+import { getDefaultConverter } from '@brazil-swift-ops/utils';
+export function calculateReserveImpact(transaction, config) {
+    const converter = getDefaultConverter();
+    const brlAmount = converter.convert(transaction.amount, transaction.currency, 'BRL');
+    const transactionDecimal = new Decimal(brlAmount);
+    const ratioDecimal = new Decimal(config.reserveRatio);
+    const reserveImpactDecimal = transactionDecimal.mul(ratioDecimal);
+    const reserveImpact = reserveImpactDecimal.toNumber();
+    const availableLiquidityAfter = config.availableLiquidity - brlAmount;
+    const complianceCheck = availableLiquidityAfter >= config.requiredReserves;
+    return {
+        transactionId: transaction.id,
+        transactionAmount: transaction.amount,
+        currency: transaction.currency,
+        reserveRatio: config.reserveRatio,
+        reserveImpact,
+        availableLiquidityBefore: config.availableLiquidity,
+        availableLiquidityAfter,
+        requiredReserves: config.requiredReserves,
+        complianceCheck,
+        rationale: complianceCheck
+            ? `Reserve impact: ${reserveImpact.toFixed(2)} BRL. Available liquidity after transaction: ${availableLiquidityAfter.toFixed(2)} BRL (above required ${config.requiredReserves.toFixed(2)} BRL).`
+            : `Reserve impact: ${reserveImpact.toFixed(2)} BRL. Available liquidity after transaction: ${availableLiquidityAfter.toFixed(2)} BRL (below required ${config.requiredReserves.toFixed(2)} BRL). Transaction may be blocked.`,
+    };
+}
+//# sourceMappingURL=reserves.js.map

packages/risk-models/src/reserves.js.map

@@ -0,0 +1 @@
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packages/risk-models/src/risk-weights.d.ts

@@ -0,0 +1,4 @@
+import type { RiskWeight, RiskWeightTable } from '@brazil-swift-ops/types';
+export declare const DEFAULT_RISK_WEIGHTS: RiskWeight[];
+export declare function createRiskWeightTable(version?: string, effectiveDate?: Date): RiskWeightTable;
+//# sourceMappingURL=risk-weights.d.ts.map

packages/risk-models/src/risk-weights.d.ts.map

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packages/risk-models/src/risk-weights.js

@@ -0,0 +1,32 @@
+export const DEFAULT_RISK_WEIGHTS = [
+    {
+        category: 'payment',
+        description: 'Payment transactions',
+        weight: 0.1, // 10%
+        minWeight: 0.0,
+        maxWeight: 0.2,
+    },
+    {
+        category: 'fx_settlement',
+        description: 'FX settlement transactions',
+        weight: 0.35, // 35%
+        minWeight: 0.2,
+        maxWeight: 0.5,
+    },
+    {
+        category: 'nostro_exposure',
+        description: 'Nostro account exposure',
+        weight: 1.0, // 100%
+        minWeight: 0.5,
+        maxWeight: 1.0,
+    },
+];
+export function createRiskWeightTable(version = '1.0.0', effectiveDate = new Date()) {
+    return {
+        id: `RWT-${version}`,
+        version,
+        effectiveDate,
+        weights: DEFAULT_RISK_WEIGHTS,
+    };
+}
+//# sourceMappingURL=risk-weights.js.map

packages/risk-models/src/risk-weights.js.map

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