make_S1: make_S1
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 sovereign bond exposures in
DE, ES, GB. FR, IT, JP, US and the rest of the world.
Usage
1
Arguments
data
a dataframe which is the output of make_stress_data()
Value
a B x I (number of banks x number of marketable security classes) with the sovereign
bond exposures for DE, ES, IT, FR, JP, GB, US and Rest of the world
Examples
1
2
stress_data <- make_stress_data(eba_exposures_2016, eba_impairments_2016, 1, 2015)
make_S1(stress_data)
Martin-Summer-1090/syslosseval documentation built on Dec. 17, 2021, 3:14 a.m.
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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 sovereign bond exposures in
DE, ES, GB. FR, IT, JP, US and the rest of the world.
Usage
1 |
Arguments
data |
a dataframe which is the output of |
Value
a B x I (number of banks x number of marketable security classes) with the sovereign bond exposures for DE, ES, IT, FR, JP, GB, US and Rest of the world
Examples
1 2 | stress_data <- make_stress_data(eba_exposures_2016, eba_impairments_2016, 1, 2015)
make_S1(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.
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