R/example_multiple_equilibria.R

In Martin-Summer-1090/syslosseval: Provide data and functions to support the analysis in Systemic Loss Evaluation

#' A toy example to illustrate the possibility of multiple fire sale equilibria.
#'
#' This is a toy dataset for the example in Breuer, Summer, Urosevic, Appendix A3
#'
#' @format A list with 7 objects
#' \describe{
#'   \item{e_0}{3 x 1 vector of equity at t= 0 of three banks}
#'   \item{S_0}{3 x 1 vector of security values at t = 0 for three banks}
#'   \item{L_0}{3 x 1 vectore of loan values at t = 0 for three banks}
#'   \item{e_1}{3 x 1 vector of  equity at t = 1 of three banks}
#'   \item{S_1}{3 x 1 vector of security values at t = 1 for three banks}
#'   \item{L_1}{3 x 1 vectore of loan values at t = 1 for three banks}
#'   \item{theta}{3 x 1 initialization vector for fire sale proportions set to 0}
#' }
#' @source Breuer, T. and Summer M., and Urosevic B., "Systemic Loss Evaluation", A3.
"example_multiple_equilibria"