Idiosyncratic Risk Weights

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

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.