Example Portfolio Data with Poisson Default Mode
The dataset contains an example portfolio in the structure needed by the
A data frame with 3000 counterparties and the following variables.
Counterparty ID (numeric)
Counterparty name (character)
Business line (character)
Exposure at default (numeric)
Loss given dafault (numeric)
Probability of default (numeric)
Default mode (‘Poisson’ or ‘Benroulli’)
sector weights for sector A
sector weights for sector B
sector weights for sector C
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