idiosyncr-methods: Idiosyncratic Risk Weights

Description Usage Arguments Value

Description

Get the idiosyncratic risk weights (i.e. risk weights which are not assigned to any sector). Currently only available if model.type == "CRP".

Usage

1
idiosyncr(this)

Arguments

this

Object of class GCPM

Value

numeric vector of length equal to number of counterparties



Search within the GCPM package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.