eba_impairments_2016: Impairment data of 51 European banks which took part in the...
In Martin-Summer-1090/syslosseval: Provide data and functions to support the analysis in Systemic Loss Evaluation
Description
Usage
Format
Source
Description
A dataset containing the impairment data of 51 European banks who took part
in the EBA stress test 2016. The data are compiled from a raw data set. The
script of compiling the data from the raw data can be inspected by editing
the file make_balance_sheet_data.R in the raw-data folder of the syslosseval
package source code.
Usage
1
Format
A data frame with 15480 rows and 8 variables:
- LEI_code
LEI_code, legal entity identifyer of a bank. chr.
- Country_code
Country_code, ISO-code of the country where the bank is
domiciled, chr.
- Bank_name
Bank_name, Name of the bank, chr.
- Period
Period, Reporting period of the data given as 201612 (31.
December 2015). There are three impairment periods in total. num
- Scenario
Scenario, reports whether it is the baseline or the stress
scenario, chr
- Country
Country, Country to which the bank is exposed.
This is either a ISO code like AT, DE etc. or it is called Total if it is
the overall exposure aggregated across all countries, or there are special
abbreviations which are further explained in the EBA metadata in the
raw-data folder. They are not relevant for our analysis and not described
further here. chr
- Exposure
Asset class according to the IRB
classification scheme. chr
- Impairment_rate
Impairment_rate, the
Impairment rate in percentage according to the EBA 2016 stress test. num
Source
https://eba.europa.eu/risk-analysis-and-data/eu-wide-stress-testing/2016
Martin-Summer-1090/syslosseval documentation built on Dec. 17, 2021, 3:14 a.m.
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Description Usage Format Source
Description
A dataset containing the impairment data of 51 European banks who took part in the EBA stress test 2016. The data are compiled from a raw data set. The script of compiling the data from the raw data can be inspected by editing the file make_balance_sheet_data.R in the raw-data folder of the syslosseval package source code.
Usage
1 |
Format
A data frame with 15480 rows and 8 variables:
- LEI_code
LEI_code, legal entity identifyer of a bank. chr.
- Country_code
Country_code, ISO-code of the country where the bank is domiciled, chr.
- Bank_name
Bank_name, Name of the bank, chr.
- Period
Period, Reporting period of the data given as 201612 (31. December 2015). There are three impairment periods in total. num
- Scenario
Scenario, reports whether it is the baseline or the stress scenario, chr
- Country
Country, Country to which the bank is exposed. This is either a ISO code like AT, DE etc. or it is called Total if it is the overall exposure aggregated across all countries, or there are special abbreviations which are further explained in the EBA metadata in the raw-data folder. They are not relevant for our analysis and not described further here. chr
- Exposure
Asset class according to the IRB classification scheme. chr
- Impairment_rate
Impairment_rate, the Impairment rate in percentage according to the EBA 2016 stress test. num
Source
https://eba.europa.eu/risk-analysis-and-data/eu-wide-stress-testing/2016
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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