# Risk Contributions to Expected Shortfall

### Description

Calculate contributions to the expected shortfall on portfolio level for each
portfolio position. 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, calculation may be not
possible (depending on value of `alpha`

).

### Usage

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

### Arguments

`this` |
Object of class |

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

### Value

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

### See Also

`loss.thr`