slotting_capital: Slotted specialised lending exposure capital
In imanuelcostigan/creditriskau: Credit Risk Capital Tools for Australia
Description
Usage
Arguments
Value
References
See Also
Examples
Description
This calculates the capital requirements of specialised lending exposures
subject to slotting.
Usage
1
Arguments
category
the slotting category must be one of the following values:
strong, good, satisfactory, weak, default
Value
a vector of capital requirement ratios subject to a floor of zero.
Note this assumes a Prudential Capital Ratio of 0.08
References
See Also
Other APS113 functions: non_retail_capital,
retail_capital
Examples
1
slotting_capital(c("strong", "weak"))
imanuelcostigan/creditriskau documentation built on May 8, 2019, 6:48 p.m.
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Description Usage Arguments Value References See Also Examples
Description
This calculates the capital requirements of specialised lending exposures subject to slotting.
Usage
1 |
Arguments
category |
the slotting category must be one of the following values:
|
Value
a vector of capital requirement ratios subject to a floor of zero. Note this assumes a Prudential Capital Ratio of 0.08
References
See Also
Other APS113 functions: non_retail_capital,
retail_capital
Examples
1 | slotting_capital(c("strong", "weak"))
|
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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