Man pages for 2DegreesInvesting/r2dii.climate.stress.test
Climate Transition Risk Stress Test for Listed Equity, Corporate Bond and Corporate Loan Portfolios

asset_value_at_riskCalculate percentage value change between scenarios for...
calc_late_sudden_trajCalculate how the production trajectory for a...
calc_scenario_pricesCalculate scenario prices
calc_survival_probability_mertonCalculate survival probability
calculate_annual_profitsCalculate annual profits
calculate_lrisk_trajectoryCalculate litigation shock trajectory
calculate_net_profitsCalculates annual net profits on the...
calculate_net_profits_baselineCalculates annual net profits on the...
calculate_net_profits_shock_declining_technologiesCalculates annual net profits on the...
calculate_net_profits_shock_declining_technologies_carbon_taxCalculates annual net profits on the...
calculate_net_profits_shock_increasing_technologiesCalculates annual net profits on the...
calculate_net_profits_without_carbon_taxCalculates annual net profits on the...
calculate_pd_change_overallCalculate change in probabilities of default (PDs) of loans...
calculate_trisk_trajectoryCalculate transition shock trajectory
check_expected_missingsCheck expected missing patterns
check_financial_dataCheck financial data
check_level_availabilityCheck that required levels of a variable are available in...
check_resultsCheck results
check_valid_financial_data_valuesCheck if values in financial data are plausible
company_technology_asset_value_at_riskCalculate percentage value change between scenarios for...
convert_cap_to_generationTranslate power capacity to power generation. Units of...
convert_power_cap_to_generationTranslate power capacity to power generation
customise_output_pathCustomise output path
data_pathconveniently access stress test related files in the...
degreesInsert the symbol for degrees
dividend_discount_modelCalculates discounted net profits based on a dividends...
dropbox_existsDoes this computer have a local copy of 2dii's dropbox...
fail_if_input_args_are_missingChecks if input args are missing
fill_annual_profit_colsFill missing values on annual_profits
filter_negative_late_and_suddenRemove negative late and sudden rows
generate_litigation_shocksGenerate litigation scenario shock from a start year that...
generate_transition_shocksGenerate transition scenario shock from a start year that...
geographies_for_sectorObtain available geographies for sector
get_end_yearGet End year from data
get_iter_varGet name of iterator variable
get_scenario_geography_x_ald_sectorGet scenario_geography_x_ald_sector
keep_merton_compatible_rowsKeep rows that fulfill constraints of the merton model
lookupLookup valid values
path_dropbox_2diiEasily access directories in your local copy of 2dii's...
pipePipe operator
process_production_dataProcess data of type indicated by function name
read_capacity_factors_powerRead in power capacity factors from csv and check that all...
read_carbon_dataRead in carbon price data from ngfs data
read_financial_dataRead in company financial data processed from eikon exports...
read_price_dataRead in price data
read_production_dataRead in AR PAMS production data.
read_scenario_dataRead in scenario data
report_all_duplicate_kindsChecks data for missings and duplicates
report_company_dropsReport dropped companies
report_dropped_company_namesInner join datasets and report number of dropped rows
report_duplicatesReport duplicate rows
report_missing_col_combinationsIdentify and report missing value combinations
report_missingsReport missing
run_lriskRun stress testing for provided asset type.
run_triskRun stress testing for provided asset type.
scenario_for_sector_x_geographyObtain available scenario_x_source for geography - sector...
set_baseline_trajectoryDefines which scenario values to use for the baseline...
set_litigation_trajectoryDefines which scenario values to use for the production...
set_trisk_trajectoryDefines which scenario values to use for the late & sudden...
st_process_agnosticProcess input ST data
stress_test_argumentsA dataset describing the arguments of 'run_trisk()' and...
subtract_settlementCalculate annual profits after payout of settlement in lrisk
validate_data_has_expected_colsValidate that a data frame contains expected columns
validate_file_existsValidate that a file exists in a given directory
validate_input_valuesCheck that input values are valid
validate_values_in_rangeValidate that values are within range
wrangle_resultsWrangle results
write_stress_test_resultsWrite stress test reports to output dir
2DegreesInvesting/r2dii.climate.stress.test documentation built on June 6, 2024, 8:23 a.m.