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The goal of Scorecard 2.0 is to help purchasers and other stakeholders in both the private and public sector track the nation’s progress on payment reform, as well as identify any high-level indicators of its impact on the cost and quality of health care.
CreditRisk+ Portfolio Model
Modelling credit risks based on the concept of 'CreditRisk+', First Boston Financial Products, 1997 and 'CreditRisk+ in the Banking Industry', Gundlach & Lehrbass, Springer, 2003.
Functions in crp.CSFP
| Name | Description | |
| a | Get the parameter a of the model. | |
| alpha | Get the desired VaR level of the model. | |
| alpha<- | Set the cdf level(s) for VaR | |
| calc.rc<- | Get the value of the calc.rc | |
| alpha.crp | Get the maximum cdf levels for VaR of the model. | |
| B | Get the parameter B of the model. | |
| calc.rc | Set the state of calc.rc | |
| changes.measure | Get the state of changes.measure | |
| changes.plausi | Get the state of changes.plausi | |
| changes.export | Get the state of changes.export | |
| changes.loss | Get the state of changes.loss | |
| changes.plot | Get the state of changes.plot | |
| CDF | Get the CDF of the model | |
| changes.calc.portfolio.statistics | Get the state of changes.calc.portfolio.statistics. | |
| changes.rc.sd | Get the state of changes.rc.sd | |
| changes.read | Get the state of changes.read | |
| changes.rc.vares | Get the state of changes.rc.vares | |
| EC | Get the economic capital of the model | |
| crp.CSFP-class | Class 'crp.CSFP' | |
| crp.CSFP-package | CreditRisk+ Portfolio Model | |
| EL | Get the expected loss of the model | |
| CP.rating<- | Set counterparties ratings | |
| CP.rating | Get counterparties ratings | |
| CP.NR | Get the ID numbers of the counterparties of the model | |
| CP.NR<- | Set the ID numbers of the counterparties in the model | |
| crp.round | Rounding numerical values | |
| crp.CSFP | Main routine for CSFP-model | |
| export | Export risk contributions and loss distribution | |
| export.to.file<- | Set the state of export to file | |
| file.format<- | Set the file format | |
| export.to.file | Get the status of export.to.file | |
| fo | Function to convert numerical output. | |
| EL.crp | Get the expected loss of the model after discretization. | |
| file.format | Get the file format of the model | |
| ES | Get the expected shortfall of the model | |
| ES.cont | Get the expected shortfall contributions | |
| ES.tau.cont | Get the corresponding tau for expected shortfall contributions | |
| loss | Get the several losses (exposure bands) of the model | |
| loss.dist | Calculating the loss distribution | |
| LGD<- | Set the counterparty specific LGDs | |
| LGD | Get the loss given defaults of the model | |
| init | Initializing a new entity of class crp.CSFP | |
| loss.k | Get the expected loss per sector | |
| loss.unit<- | Set the loss unit | |
| integrity.check | Internal method to ensure model integrity | |
| loss.unit | Get the loss unit of the model | |
| M | Get the number of iterations for loss distribution | |
| NEX | Get the net exposure per counterparty | |
| Niter.max<- | Set the maximal number of iterations or desired cdf level | |
| path.in | Get the input path of the model | |
| path.out<- | Set output path | |
| plausi | Checking input data for plausibility | |
| nu | Get the discrete losses of the model | |
| PL.crp | Get the potetnial losses per counterparty after discretization | |
| path.in<- | Set input path | |
| PLOT.range.y | Get the plot range for probabilities | |
| PLOT.scale<- | Set the plot scale for portfolio losses | |
| PLOT.scale | Get the plot scale for losses | |
| port.name<- | Set the name for the portfolio file | |
| SD | Get the standard deviation of the model | |
| SD.cont | Get the contributions to standard deviation | |
| sigma_k | Get the sector standard deviation | |
| show | Show summary of object crp.CSFP | |
| W<- | Set the sector weights of counterparties | |
| W | Get the sector weights of counterparties | |
| measure | Calculating portfolio measures | |
| mu.k | Get the expected number of defauls per sector | |
| rating<- | Set the rating classes of the model | |
| rating_pd | Risk matrix for the Credit Suisse example portfolio | |
| rc.vares | Calculating risk contributions to VaR and ES | |
| read | Reading the input files | |
| sec.var<- | Set self estimated sector variances | |
| SD.crp | Get the discretized standard deviation of loss distribution | |
| summary | Summarize portfolio key numbers | |
| alpha.max | Get the maximum cdf level for loss distribution | |
| VaR | Get the value at risk of the model | |
| alpha.max<- | Set the maximal desired cdf level | |
| rating.SD<- | Set the standard deviations corresponding to rating classes | |
| rating.scale.name | Get the name of the file containing the risk matrix of the model | |
| name<- | Set the name of the model | |
| name | Get the name of the model | |
| pd_sector_var | Sector variances for the Credit Suisse example portfolio | |
| path.out | Get the output path of the model | |
| PLOT.range.x | Get the plot range for losses | |
| PLOT.range.y<- | Set the plot range for the probabilities | |
| rating.PD | Get the PDs of rating classes | |
| rating.scale.name<- | Set the name for the file containing the rating scale | |
| sec.var.name<- | Set the name of the file with the sector variances | |
| sec.var.est | Get the mode for sector variance estimation | |
| NC | Get the number of counterparties in the model | |
| NEX<- | Set the net exposure per counterparty | |
| Get the PDF of the model | ||
| PLOT.PDF | Get the state of PLOT.PDF | |
| PL | Get the potetnial losses per counterparty | |
| PLOT.range.x<- | Set the plot range for the losses | |
| rating.PD<- | Set the PDs for rating classes | |
| rating | Get the rating classes of the model | |
| save.memory<- | Set the state of save.memory | |
| calc.portfolio.statistics | Calculating portfolio statistics | |
| save.memory | Get the state of save.memory | |
| Niter.max | Get the desired number of iterations or cdf level for loss distribution | |
| NS | Get the number of sectors of the model | |
| plot | Plotting the PDF | |
| PD.crp | Get the counterparty probabilities of default after discretization | |
| PD | Get the counterparty probabilities of default of the model | |
| port.name | Get the name of the portfolio file | |
| PLOT.PDF<- | Set the state of PLOT.PDF | |
| rating.SD | Get the standard deviations corresponding to rating classes | |
| portfolio | Portfolio data for the Credit Suisse example portfolio | |
| sec.var.name | Set the name of the file with the sector variances | |
| set.changes | Internal method for model integrity | |
| write.summary | Writing summary to file | |
| VaR.cont | Get the value at risk contributions on counterparty level | |
| rc.sd | Calculating risk contributions to standard deviation | |
| VaR.pos | Get the position of value at risk in CDF | |
| sec.var | Get self estimated sector variances | |
| sec.var.est<- | Set the mode for sector variance estimation | |
| sigma.sqr.syst | Get the systematik risk of the model | |
| sigma_sqr_div | Get the diversifiable risk of the model | |
| No Results! | ||
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Details
| Type | Package |
| Date | 2016-09-09 |
| License | GPL-2 |
| LazyLoad | yes |
| NeedsCompilation | no |
| Packaged | 2016-09-09 15:31:36 UTC; Kevin |
| Repository | CRAN |
| Date/Publication | 2016-09-11 18:35:59 |
| imports | graphics , MASS , methods , utils |
| Contributors | Kevin Jakob, Dr. Fischer, Stefan Kolb |
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Extensis Portfolio 2016 v2.0.2 Multilingual (Win-Mac)
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