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


GCPM documentation built on May 29, 2017, 11:49 a.m.

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