Files in Martin-Summer-1090/syslosseval
Provide data and functions to support the analysis in Systemic Loss Evaluation
.Rbuildignore
.gitignore
DESCRIPTION
LICENSE
LICENSE.md
NAMESPACE
R/average_daily_volume_sovereign.R
R/bank_behavior_function.R
R/eba_exposures_2016.R
R/eba_exposures_2020.R
R/eba_impairments_2016.R
R/eba_impairments_2020.R
R/example_multiple_equilibria.R
R/fixed_point_computation_function.R
R/fixed_point_computation_function_example.R
R/make_L0.R
R/make_L1.R
R/make_S0.R
R/make_S1.R
R/make_e0.R
R/make_e1.R
R/make_price_impact_data.R
R/make_state_variables.R
R/make_stress_data.R
R/make_table_final_state.R
R/make_table_initial_state.R
R/make_table_stress_state.R
R/price_impact_function.R
R/price_impact_function_example.R
R/sovereign_bond_indices.R
README.Rmd
README.md
data-raw/syslosseval_raw_data.tar.gz
data/average_daily_volume_sovereign.rda
data/eba_exposures_2016.rda
data/eba_exposures_2020.rda
data/eba_impairments_2016.rda
data/eba_impairments_2020.rda
data/example_multiple_equilibria.rda
data/sovereign_bond_indices.rda
man/average_daily_volume_sovereign.Rd
man/bank_behavior_function.Rd
man/eba_exposures_2016.Rd
man/eba_exposures_2020.Rd
man/eba_impairments_2016.Rd
man/eba_impairments_2020.Rd
man/example_multiple_equilibria.Rd
man/figures/README-pressure-1.png
man/fixed_point_computation_function.Rd
man/fixed_point_computation_function_example.Rd
man/make_L0.Rd
man/make_L1.Rd
man/make_S0.Rd
man/make_S1.Rd
man/make_e0.Rd
man/make_e1.Rd
man/make_price_impact_data.Rd
man/make_state_variables.Rd
man/make_stress_data.Rd
man/make_table_final_state.Rd
man/make_table_initial_state.Rd
man/make_table_stress_state.Rd
man/price_impact_function.Rd
man/price_impact_function_example.Rd
man/sovereign_bond_indices.Rd
syslosseval.Rproj
tests/testthat.R
tests/testthat/test-balance_sheet_identities_t0.R
tests/testthat/test-bank_behavior_function.R
tests/testthat/test-fixed_point_computation_function.R
tests/testthat/test-make_L0.R
tests/testthat/test-make_L1.R
tests/testthat/test-make_S0.R
tests/testthat/test-make_S1.R
tests/testthat/test-make_e0.R
tests/testthat/test-make_e1.R
tests/testthat/test-price_impact_function.R
vignettes/.gitignore
vignettes/EBA_2016_stress_test.Rmd
vignettes/EBA_2020_transparency_exercise.Rmd
vignettes/Systemic_Loss_Evaluation_for_Banking_Systems.Rmd
vignettes/appendix_data.Rmd
vignettes/summary_statistics.Rmd
