check.scenarioRisk

object

<p>S3 object of class marketRisk created using the constructor
<code>marketRisk</code>.</p>

market.risk

<p><code>check</code> is a generic S3 method for classes inheriting from item.
  It is a logical method checking if the item is well defined with respect to
  a risk (i.e. that all information necessary for valuating the item is
  available).</p>

Framework for the implementation of solvency related computations based on
standard models for the Swiss Solvency Test (SST), a risk-based capital standard for Swiss
insurance companies. Allows Monte Carlo simulation of market risk, some insurance risks and
their aggregation. Additional toolbox for preprocessing computations. Convenient 'shiny' GUI
combined with a parser for an input 'excel' (.xlsx) template to simplify model configuration,
data fill-in and results visualization.

Michael Schmutz

sstModel

Swiss Solvency Test (SST) Standard Models

Loris Michel

Melvin Kianmanesh Rad

Adrien Lamit

 Swiss Financial Market Supervisory Authority FINMA

check.scenarioRisk function

Checking Consistency of a ScenarioRisk with a MarketRisk — check.scenarioRisk

Checking Consistency of a ScenarioRisk with a MarketRisk

check.scenarioRisk: Checking Consistency of a ScenarioRisk with a MarketRisk

Description

Usage

Arguments

Value

See Also