ExampleIRD: IRDs Example

Description Usage Arguments Value Author(s) References

View source: R/ExampleIRD.R

Description

Calculates the Exposure at Default for the IRD example as given in the Basel III regulatory paper

Usage

1
ExampleIRD(JSON = FALSE)

Arguments

JSON

(optional) if TRUE it returns a json string

Value

The exposure at default (expected value based on the Basel paper is 569)

Author(s)

Tasos Grivas <tasos@openriskcalculator.com>

References

Basel Committee: The standardised approach for measuring counterparty credit risk exposures http://www.bis.org/publ/bcbs279.htm



SACCR documentation built on May 19, 2017, 6:01 p.m.
Search within the SACCR package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs in the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.