GCPM1.2.2 package

Generalized Credit Portfolio Model

alpha.max-methods

Maximum CDF Level

analyze-methods

Analyze a Credit Portfolio

business-methods

Counterparty Business Line

CDF-methods

Cumulative Distribution Function of Portfolio Loss

country-methods

Country Information

default-methods

Default Distribution

EAD-methods

Exposure at Default

EC-methods

Economic Capital

EC.cont-methods

Risk Contributions to Economic Capital

EL-methods

Expected Loss (from Loss Distribution)

EL.analyt-methods

Expected Loss (analytical)

ES-methods

Expected Shortfall

ES.cont-methods

Risk Contributions to Expected Shortfall

export-methods

Export Main Results

GCPM-class

Class "GCPM"

GCPM-package

Generalized Credit Portfolio Model

idiosyncr-methods

Idiosyncratic Risk Weights

init

Initialize an Object of Class GCPM

LGD-methods

Loss Given Default

LHR-methods

Likelihood Ratio

link.function-methods

Model Link Function

loss-methods

Loss Levels

loss.thr-methods

Threshold of Saved Portfolio Loss

loss.unit-methods

Loss Unit

model.type-methods

Model Type

N-methods

Number of Simulations

name-methods

Counterparty Names

NC-methods

Number of Counterparties

NR-methods

Counterparty IDs

NS-methods

Number of Sectors

PD-methods

Counterparty Probability of Default

PDF-methods

Probability Density Function

PL-methods

Counterparty Potential Loss

plot-methods

Plot of the Portfolio Loss Distribution

portfolio.pois

Example Portfolio Data with Poisson Default Mode

portfolio.pool

Pooled Portfolio

random.numbers-methods

Sector Drawings

SD-methods

Standard Deviation (Loss Distribution)

SD.analyt-methods

Standard Deviation (from Portfolio Data)

SD.cont-methods

Risk Contributions to Portfolio Standard Deviation

SD.div-methods

Diversifiable Risk (Standard Deviation)

SD.syst-methods

Systemic Risk (Standard Deviation)

sec.var-methods

Sector Variances

sector.names-methods

Sector Names

seed-methods

Random Number Seed

show-methods

Show Parameters of Credit Portfolio Model

summary-methods

Model summary

VaR-methods

Portfolio Value at Risk

VaR.cont-methods

Risk Contributions to Portfolio Value at Risk

W-methods

Sector Weights

Analyze the default risk of credit portfolios. Commonly known models, like CreditRisk+ or the CreditMetrics model are implemented in their very basic settings. The portfolio loss distribution can be achieved either by simulation or analytically in case of the classic CreditRisk+ model. Models are only implemented to respect losses caused by defaults, i.e. migration risk is not included. The package structure is kept flexible especially with respect to distributional assumptions in order to quantify the sensitivity of risk figures with respect to several assumptions. Therefore the package can be used to determine the credit risk of a given portfolio as well as to quantify model sensitivities.

  • Maintainer: Kevin Jakob
  • License: GPL-2
  • Last published: 2016-12-30