imanuelcostigan/creditriskau: Credit Risk Capital Tools for Australia

Determine credit risk capital related quantities in accordance Australian Prudential Standards ('APS') published by the Australian Prudential Regulation Authority ('APRA'). This includes risk weighting functions under the Internal Ratings Based (IRB) approaches to credit risk (APS 113) and regulatory capital calculations for counterparty credit risk (APS 180).

Getting started

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.0.99
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("imanuelcostigan/creditriskau")
imanuelcostigan/creditriskau documentation built on Feb. 5, 2018, 12:13 a.m.