Nothing
p.0<-c(0.0002, 0.0007, 0.0022, 0.0086, 0.0428, 0.2685)
names(p.0)<-paste("rc.", 1:length(p.0), sep="")
# SP.sizes<-rbind(
# c(374, 1330, 1637, 1047, 1471, 154), #Global
# c(100, 563, 1084, 836, 1277, 131), #Nonfinancials
# c(274, 767, 553, 211, 194, 23), #Financials
# c(148, 387, 188, 48, 27, 6), #Insurance
# c(126, 380, 365, 163, 167, 17) #Financial Institution
# )
sizes<-rbind(
c(374, 1330, 1637, 1047, 1471, 154), #Global
c(100, 563, 1084, 836, 1277, 131), #Nonfinancials
c(148, 387, 188, 48, 27, 6), #Insurance
c(100, 100, 100, 100, 100, 100), #small
c(10000,10000,10000,10000,10000,10000) #large
)
rownames(sizes)<-c("Global (BENCHMARK)",
"Nonfinancials (NFC)",
"Insurance (INS)",
"small",
"large")
colnames(sizes)<-paste("rc.", 1:ncol(sizes), sep="")
# eba.data<-t(read.csv(file="S:\\AM\\ICAS\\Modelling\\ECB Paper\\packages\\eba_based.csv"))
# colnames(eba.data)<-paste("CQS", 1:ncol(eba.data), sep="")
#
# other.sizes<-rbind(rep(100, times=6),
# rep(10000, times=6))
# rownames(other.sizes)<-paste("scen.", 1:nrow(other.sizes), sep="")
# colnames(other.sizes)<-paste("CQS", 1:ncol(other.sizes), sep="")
ratingData<-list(p.0=p.0,
sizes=sizes)
save(ratingData, file="ratingData.rdata")
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