run_trisk() and run_lrisk()stress_test_arguments.RdA dataset describing the arguments of run_trisk() and run_lrisk()
stress_test_argumentsAn object of class tbl_df (inherits from tbl, data.frame) with 13 rows and 6 columns.
stress_test_arguments
#> # A tibble: 13 × 6
#> name type default allowed min max
#> <chr> <chr> <chr> <chr> <chr> <chr>
#> 1 asset_type character NA equity, bonds, loans NA NA
#> 2 lgd double 0.45 NA 0.3 0.9
#> 3 risk_free_rate double 0.02 NA 0 0.05
#> 4 discount_rate double 0.07 NA 0.015 0.1
#> 5 growth_rate double 0.03 NA 0.01 0.099
#> 6 div_netprofit_prop_coef double 1 NA 0.8 1
#> 7 shock_year double 2030 NA 2025 2035
#> 8 start_year double 2022 NA 2022 2022
#> 9 settlement_factor double 1 NA 0 1
#> 10 exp_share_damages_paid double 0.027 NA 0 1
#> 11 scc double 40 NA 0 10000
#> 12 market_passthrough double 0 NA 0 1
#> 13 financial_stimulus double 1 NA 1 5