systemicrisk (0.2)

A Toolbox for Systemic Risk.

A toolbox for systemic risk based on liabilities matrices. Contains a Gibbs sampler for liabilities matrices where only row and column sums of the liabilities matrix are observed.

Maintainer: Axel Gandy
Author(s): Axel Gandy and Luitgard A.M. Veraart

License: GPL-3

Uses: Does not use any package

Released over 4 years ago.