Man pages for Martin-Summer-1090/syslosseval
Provide data and functions to support the analysis in Systemic Loss Evaluation
| average_daily_volume_sovereign | Average daily volume in Million Euro of sovereign bonds of... |
| bank_behavior_function | bank_behavior_function |
| eba_exposures_2016 | Exposure data of 51 European banks which took part in the EBA... |
| eba_exposures_2020 | Exposure data of 123 European banks which took part in the... |
| eba_impairments_2016 | Impairment data of 51 European banks which took part in the... |
| eba_impairments_2020 | Hypothetical Impairment data of 123 European banks which took... |
| example_multiple_equilibria | A toy example to illustrate the possibility of multiple fire... |
| fixed_point_computation_function | fixed_point_computation_function |
| fixed_point_computation_function_example | fixed_point_computation_function_example |
| make_e0 | make_e0 |
| make_e1 | make_e1 |
| make_L0 | make_L0 |
| make_L1 | make_L1 |
| make_price_impact_data | make_price_impact_data |
| make_S0 | make_S0 |
| make_S1 | make_S1 |
| make_state_variables | make_state_variables |
| make_stress_data | make_stress_data |
| make_table_final_state | make_table_final_state |
| make_table_initial_state | make_table_initial_state |
| make_table_stress_state | make_table_stress_state |
| price_impact_function | price_impact_function |
| price_impact_function_example | price_impact_function_example |
| sovereign_bond_indices | Sovereign bond indices of DE, ES, FR, GB, IT, JP, US and a... |
