LoadSupervisoryData {SACCR} | R Documentation |
Loads the supervisory data (factors, correlation and option volatility) for each Asset Class and SubClass
LoadSupervisoryData()
A data frame with the required data
Tasos Grivas <tasos@openriskcalculator.com>
Basel Committee: The standardised approach for measuring counterparty credit risk exposures http://www.bis.org/publ/bcbs279.htm