Files | |
file | irmc_cf_eliminated_remap.sas |
It creates a cash flow data set associated with positions selected for elimination. | |
file | irmc_mip_cm_eba2020_gen.sas |
It generates MIP computed methods for the EBA2020 analysis. | |
file | irmst_fft_convolution.sas |
This macro evaluate the compound distribution. . | |
file | irmst_market_agg_bep_analysis.sas |
It stresses risk measurements (VaR, EC and Expected Shortfall) at the aggregate level. | |
file | irmst_market_regenerate_econsim.sas |
This macro regenerates the economic simulation data using the scenario data. | |