make_L0: make_L0
In Martin-Summer-1090/syslosseval: Provide data and functions to support the analysis in Systemic Loss Evaluation
Description
Usage
Arguments
Value
Examples
Description
This function takes the dataframe which assembles the stresstest data from exposures and impairments, the
output of make_stress_data(), and constructs a matrix giving the loan exposure in all IRB exposure
classes for all banks.
Usage
1
Arguments
data
a dataframe which is the output of make_stress_data()
Value
a B x J (number of banks x number of IRB exposure categories)
Examples
1
2
stress_data <- make_stress_data(eba_exposures_2016, eba_impairments_2016, 1, 2015)
make_L0(stress_data)
Martin-Summer-1090/syslosseval documentation built on Dec. 17, 2021, 3:14 a.m.
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.
Description Usage Arguments Value Examples
Description
This function takes the dataframe which assembles the stresstest data from exposures and impairments, the
output of make_stress_data(), and constructs a matrix giving the loan exposure in all IRB exposure
classes for all banks.
Usage
1 |
Arguments
data |
a dataframe which is the output of |
Value
a B x J (number of banks x number of IRB exposure categories)
Examples
1 2 | stress_data <- make_stress_data(eba_exposures_2016, eba_impairments_2016, 1, 2015)
make_L0(stress_data)
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.