company_technology_asset_value_at_risk: Calculate percentage value change between scenarios for...

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

Calculate percentage value change between scenarios for equity (and temporarily other asset types) on the company-ald_business_unit level

Description

Calculate percentage value change between scenarios for equity (and temporarily other asset types) on the company-ald_business_unit level

Usage

company_technology_asset_value_at_risk(
  data,
  shock_scenario = NULL,
  div_netprofit_prop_coef = NULL,
  flat_multiplier = NULL,
  crispy = FALSE
)

Arguments

data	A dataframe containing the (discounted) annual profits
shock_scenario	A dataframe containing the specification of the shock scenario at hand
div_netprofit_prop_coef	Numeric. A coefficient that determines how strongly the future dividends propagate to the company value
flat_multiplier	Numeric. A ratio that determines for the asset type if how strongly the DCF should propagate to value changes.
crispy	Boolean. Indicates if the output should be used for the CRISPY database or for standard portfolio calculation (default).

2DegreesInvesting/r2dii.climate.stress.test documentation built on June 6, 2024, 8:23 a.m.