Risk Measures for (Financial) Networks

Implements some risk measures for (financial) networks, such as DebtRank, Impact Susceptibility, Impact Diffusion and Impact Fluidity.


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Reference manual

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install.packages("NetworkRiskMeasures")

0.1.2 by Carlos Cinelli, 8 months ago


Browse source code at https://github.com/cran/NetworkRiskMeasures


Authors: Carlos Cinelli <carloscinelli@hotmail.com>, Thiago Cristiano Silva <thiagochris@gmail.com>


Documentation:   PDF Manual  


Task views: Empirical Finance


GPL-3 license


Imports expm, ggplot2, dplyr

Depends on Matrix

Suggests testthat, igraph


See at CRAN