To cite package ‘SACCR’ in publications use:

Grivas T (2026). SACCR: SA Counterparty Credit Risk under CRR2. R package version 3.4, https://CRAN.R-project.org/package=SACCR.

Corresponding BibTeX entry:

  @Manual{,
    title = {SACCR: SA Counterparty Credit Risk under CRR2},
    author = {Tasos Grivas},
    year = {2026},
    note = {R package version 3.4},
    url = {https://CRAN.R-project.org/package=SACCR},
  }