[R-SIG-Finance] Fed stress test

[Brian G. Peterson]

On Tue, 2011-12-06 at 19:20 +0530, debashis dutta wrote:
> I am implementing Fed stress test on a bank portfolio. Is there any R
> library I can take help of ? Your kind guidance is highly solicited.

Obviously, basically all methodologies that are used in stress tests are
well supported in R.  Without more specificity about where you are
stuck, it's hard for anyone to help you without vague references to
'actuar', 'PerformanceAnalytics', 'AER', and the various CRAN task
views.

How about following the posting guide and being more specific about what
you've already done?

Perhaps this is an opportunity for you to contribute back to the
community that helps you by sharing the code you're working on
(obviously using some public data as examples, not your proprietary
portfolio data) 

Regards,

   - Brian

-- 
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock