CalcEAD {SACCR}

Calculates the EAD

Description

Calculates the Exposure at Default

Usage

CalcEAD(RC, PFE)

Arguments

RC

the replacement cost

PFE

the projected future exposure

Value

The Exposure-at-Default

Author(s)

Tasos Grivas <[e-mail]>

References

Regulation (EU) 2019/876 of the European Parliament and of the Council of 20 May 2019 http://data.europa.eu/eli/reg/2019/876/oj

Examples

#returns 1.4*(60+500) = 784
EAD <- CalcEAD(60,500)