IS_ELIGIBLE_CCY: Checks if specified currency is low risk
In xVA: Calculates Credit Risk Valuation Adjustments
View source: R/IS_ELIGIBLE_CCY.R
IS_ELIGIBLE_CCY R Documentation
Checks if specified currency is low risk
Description
Checks if the specified currency is eligible to receive reduced regulatory risk weights
Usage
IS_ELIGIBLE_CCY(ccy)
Arguments
ccy
The currency to be checked
Value
TRUE if the currency is is eligible to receive reduced regulatory risk weights
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
https://www.bis.org/basel_framework/chapter/MAR/50.htm?inforce=20230101&published=20200708
Examples
TRUE == IS_ELIGIBLE_CCY('EUR')
xVA documentation built on Sept. 9, 2022, 3:04 p.m.
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View source: R/IS_ELIGIBLE_CCY.R
| IS_ELIGIBLE_CCY | R Documentation |
Checks if specified currency is low risk
Description
Checks if the specified currency is eligible to receive reduced regulatory risk weights
Usage
IS_ELIGIBLE_CCY(ccy)
Arguments
ccy |
The currency to be checked |
Value
TRUE if the currency is is eligible to receive reduced regulatory risk weights
Author(s)
Tasos Grivas <tasos@openriskcalculator.com>
References
https://www.bis.org/basel_framework/chapter/MAR/50.htm?inforce=20230101&published=20200708
Examples
TRUE == IS_ELIGIBLE_CCY('EUR')
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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