CalcEAD: Calculates the EAD

Description Usage Arguments Value Author(s) References Examples

View source: R/CalcEAD.R

Description

Calculates the Exposure at Default

Usage

1
CalcEAD(RC, PFE)

Arguments

RC

the replacement cost

PFE

the projected future exposure

Value

The Exposure-at-Default

Author(s)

Tasos Grivas <tasos@openriskcalculator.com>

References

Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 http://data.europa.eu/eli/reg/2019/876/oj

Examples

1
2
#returns 1.4*(60+500) = 784
EAD <- CalcEAD(60,500)

Example output



SACCR documentation built on Aug. 24, 2020, 5:09 p.m.

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