Monitoring Systemic Risk
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Documentation for package ‘SystemicR’ version 0.1.0
Help Pages
| data_state_variables | State variables |
| data_stock_returns | Financial institutions (banks, insurers and asset managers) stock returns |
| f_correlation_network_measures | Dynamic systemic risk measures from correlation-based networks. |
| f_CoVaR_Delta_CoVaR_i_q | Computing static CoVaR and Delta CoVaR |
| f_CoVaR_Delta_CoVaR_i_q_t | Computing dynamic CoVaR and Delta CoVaR |
| f_plot | Plot dynamic risk measures |
| f_scale | Rescale |