Calculate percentage value change between scenarios for equity (and temporarily other asset types) on the portfolio level

Calculate percentage value change between scenarios for equity (and temporarily other asset types) on the portfolio level

asset_value_at_risk(
  data,
  shock_scenario = NULL,
  div_netprofit_prop_coef = NULL,
  plan_carsten = NULL,
  port_aum = NULL,
  flat_multiplier = NULL
)

Arguments

data

A dataframe containing the (discounted) annual profits.

shock_scenario

A dataframe containing the specification of the shock scenario at hand

div_netprofit_prop_coef

Numeric. A coefficient that determines how strongly the future dividends propagate to the company value

plan_carsten

A dataframe that contains the share of the portfolio value of each company-ald_business_unit combination. Used to quantify the impact of the company-tech level shock on higher levels of aggregation in the pf

port_aum

A dataframe containing the value of the portfolio for the asset type at hand

flat_multiplier

Numeric. A ratio that determines for the asset type if how strongly the DCF should propagate to value changes.