Calculate contributions to the economic capital on portfolio level for each
portfolio position. In case of a simulative model, the risk contributions are
calculated as contributions to expected shortfall on a lower loss level
*τ*, such that ES(*τ*) is as close as possible to EC(*α*).
Furthermore, in case of a simulative model, loss scenarios above a predefined
threshold (`loss.thr`

) are analyzed in order to calculate the risk
contributions. If `loss.thr`

is too high (depending on value of `alpha`

)
the calculation will be not possible.

1 | ```
EC.cont(this,alpha)
``` |

`this` |
Object of class |

`alpha` |
numeric vector of loss levels between 0 and 1 |

numeric matrix with number of rows equal to number of counterparties within the portfolio and number of columns equal to `length(alpha)`

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