alpha.max-methods | Maximum CDF Level |
analyze-methods | Analyze a Credit Portfolio |
business-methods | Counterparty Business Line |
CDF-methods | Cumulative Distribution Function of Portfolio Loss |
country-methods | Country Information |
default-methods | Default Distribution |
EAD-methods | Exposure at Default |
EC.cont-methods | Risk Contributions to Economic Capital |
EC-methods | Economic Capital |
EL.analyt-methods | Expected Loss (analytical) |
EL-methods | Expected Loss (from Loss Distribution) |
ES.cont-methods | Risk Contributions to Expected Shortfall |
ES-methods | Expected Shortfall |
export-methods | Export Main Results |
GCPM-class | Class '"GCPM"' |
GCPM-package | Generalized Credit Portfolio Model |
idiosyncr-methods | Idiosyncratic Risk Weights |
init | Initialize an Object of Class 'GCPM' |
LGD-methods | Loss Given Default |
LHR-methods | Likelihood Ratio |
link.function-methods | Model Link Function |
loss-methods | Loss Levels |
loss.thr-methods | Threshold of Saved Portfolio Loss |
loss.unit-methods | Loss Unit |
model.type-methods | Model Type |
name-methods | Counterparty Names |
NC-methods | Number of Counterparties |
N-methods | Number of Simulations |
NR-methods | Counterparty IDs |
NS-methods | Number of Sectors |
PDF-methods | Probability Density Function |
PD-methods | Counterparty Probability of Default |
PL-methods | Counterparty Potential Loss |
plot-methods | Plot of the Portfolio Loss Distribution |
portfolio.pois | Example Portfolio Data with Poisson Default Mode |
portfolio.pool | Pooled Portfolio |
portfolios | Example Portfolios for GCPM Package |
random.numbers-methods | Sector Drawings |
SD.analyt-methods | Standard Deviation (from Portfolio Data) |
SD.cont-methods | Risk Contributions to Portfolio Standard Deviation |
SD.div-methods | Diversifiable Risk (Standard Deviation) |
SD-methods | Standard Deviation (Loss Distribution) |
SD.syst-methods | Systemic Risk (Standard Deviation) |
sector.names-methods | Sector Names |
sec.var-methods | Sector Variances |
seed-methods | Random Number Seed |
show-methods | Show Parameters of Credit Portfolio Model |
summary-methods | Model summary |
VaR.cont-methods | Risk Contributions to Portfolio Value at Risk |
VaR-methods | Portfolio Value at Risk |
W-methods | Sector Weights |
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