Description Usage Arguments Value Examples
View source: R/lib_Network_Evaluations.R
Computes bank defaults via the default cascade algorithm.
1 | default_cascade(L, ea, el = 0, recoveryrate = 0)
|
L |
liability matrix |
ea |
vector of external assets |
el |
vector of external liabilites (default 0) |
recoveryrate |
recovery rate in [0,1] (defaults to 0) |
vector indicating which banks default (1=default, 0= no default)
1 2 3 4 5 |
$defaultind
[1] 1 1 1
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