make_e0: make_e0
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 vector giving the common tier 1 equity of all banks.
Usage
1
Arguments
data
a dataframe which is the output of make_stress_data()
Value
a B x 1 (number of banks x 1) with Core tier1 equity capital of all banks.
Examples
1
2
stress_data <- make_stress_data(eba_exposures_2016, eba_impairments_2016, 1, 2015)
make_e0(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 vector giving the common tier 1 equity of all banks.
Usage
1 |
Arguments
data |
a dataframe which is the output of |
Value
a B x 1 (number of banks x 1) with Core tier1 equity capital of all banks.
Examples
1 2 | stress_data <- make_stress_data(eba_exposures_2016, eba_impairments_2016, 1, 2015)
make_e0(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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