View source: R/LoadSupervisoryCVAData.R
LoadSupervisoryCVAData | R Documentation |
Loads the supervisory data (factors, correlation and option volatility) for each Asset Class and SubClass
LoadSupervisoryCVAData()
A list with the required data
Tasos Grivas <tasos@openriskcalculator.com>
MAR50 - Credit Value Adjustment Framework https://www.bis.org/basel_framework/chapter/MAR/50.htm?inforce=20230101&published=20200708
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