loss.data.object: Operational risk data

In barryrowlingson/opVaR: Computes operational risk

Description

A dataset containing losses and losses' dates with given business and risk categorys.

Usage

data(loss.data.object)

Format

loss.data.object is a list. It contains: names of business lines (loss.data.object$blines), names of risk categories (loss.data.object$rcateg), loss.data.object$risk which indicates how Internal_RC_ID and rcateg are connected, loss.data.object$business which indicates how Internal_BL_ID and blines are connected, losses which contains Internal_RC_ID, Internal_BL_ID, loss date and its gross amount.

Examples

data(loss.data.object)
summary(loss.data.object) # a simple summary
str(loss.data.object) # compactly display the internal structure of an loss.data.object (more detailed)

head(loss.data.object$losses)

barryrowlingson/opVaR documentation built on May 11, 2019, 7:24 p.m.