getSpreadScale.marketRisk

object

<p>character value. A well defined currency in
<code>object</code>.</p>

currency

<p>character value. A well defined rating in
<code>object</code> for the currency <code>currency</code>.</p>

rating

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

getSpreadScale.marketRisk function

Get A Spread Scale — getSpreadScale.marketRisk

Get A Spread Scale

getSpreadScale.marketRisk: Get A Spread Scale

Description

Usage

Arguments

Value

See Also