LoadSupervisoryData: Supervisory Data Loading
In SACCR: SA Counterparty Credit Risk under CRR2
View source: R/LoadSupervisoryData.R
LoadSupervisoryData R Documentation
Supervisory Data Loading
Description
Loads the supervisory data (factors, correlation and option volatility)
for each Asset Class and SubClass
Usage
LoadSupervisoryData()
Value
A data frame with the required data
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
SACCR documentation built on March 18, 2022, 7:01 p.m.
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View source: R/LoadSupervisoryData.R
| LoadSupervisoryData | R Documentation |
Supervisory Data Loading
Description
Loads the supervisory data (factors, correlation and option volatility) for each Asset Class and SubClass
Usage
LoadSupervisoryData()
Value
A data frame with the required data
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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