Risk Measures for (Financial) Networks


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Documentation for package ‘NetworkRiskMeasures’ version 0.1.4

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communicability_matrix Computes the communicability matrix
contagion Contagion Simulations
criticality Criticality of the vertices
impact_diffusion Impact Susceptibility, Fluidity and Diffusion
impact_fluidity Impact Susceptibility, Fluidity and Diffusion
impact_matrix Computes the (binary) impact or vulnerability matrices
impact_susceptibility Impact Susceptibility, Fluidity and Diffusion
matrix_estimation Matrix Estimation
max_ent Matrix Estimation
min_dens Matrix Estimation
risk_matrix Computes the (binary) impact or vulnerability matrices
sim_data Simulated Interbank Data
vulnerability_matrix Computes the (binary) impact or vulnerability matrices