SACCR (1.1)

SA Counterparty Credit Risk under Basel III.

www.openriskcalc.com
http://cran.r-project.org/web/packages/SACCR

Computes the Exposure-At-Default based on standardized approach of the Basel III Regulatory framework (SA-CCR). It also includes an object-oriented solution for the generation of the trades.

Maintainer: Tasos Grivas
Author(s): Tasos Grivas

License: GPL-3

Uses: Does not use any package
Reverse suggests: Trading

Released almost 4 years ago.