CalcEAD | R Documentation |
Calculates the Exposure at Default
CalcEAD(RC, PFE)
RC |
the replacement cost |
PFE |
the projected future exposure |
The Exposure-at-Default
Tasos Grivas <tasos@openriskcalculator.com>
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
#returns 1.4*(60+500) = 784 EAD <- CalcEAD(60,500)
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