Package 'pacta.multi.loanbook'

Analyse the loan book data sets used in the PACTA for Supervisors analysis

Description

analyse() runs the necessary steps to analyse the matched loan books, producing both the outputs of the standard PACTA analysis and the outputs of the net aggregated alignment metric, including tables and plots. Parameters for all steps are read from a config.yml file. The function is called for its side effects and writes the prepared and diagnosed data sets to the directory output/analysis, where output is the output directory specified in the config.yml.

analyse() and analyze() are synonyms.

Usage

analyse(config)

analyze(config)

Arguments

config

either a path to a config.yml file or a list of parameters

Examples

# TODO

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Data dictionary

Description

An overview of the output data sets generated by the package, their data types, and the definitions of the variables.

Usage

data_dictionary

Format

data_dictionary

dataset

Name of the dataset

column

Name of the column

typeof

Data type of the column

definition

Description of what the column stands for

value

Which values are allowed for the column

...

Details

For more details see the help vignette: vignette("data_dictionary", package = "pacta.multi.loanbook")

Source

internal

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Initialise a project directory and its config file

Description

Initialise a project directory and its config file

Usage

initialise_default_project(path = "project")

initialize_default_project(path = "project")

Arguments

path	an absolute or relative path pointing to the location you would like the project directory to be created

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Match raw input loan books with ABCD for PACTA for Supervisors analysis

Description

match_loanbooks() runs the necessary steps to match the raw input loan books with the asset based company data (ABCD) used in the PACTA for Supervisors analysis. Specifically, it prepares matched loan books based on name matching or direct identifiers, depending on the configuration. The output matched loan books need to be manually validated for further processing. Parameters the matching step are read from a config.yml file and follow the options available in r2dii.match::match_name. The function is called for its side effects and writes the prepared data sets to the directory output/match, where output is the output directory specified in the config.yml.

Usage

match_loanbooks(config)

Arguments

config

either a path to a config.yml file or a list of parameters

Examples

# TODO

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Prepare input data sets for PACTA for Supervisors analysis

Description

prepare_abcd() runs the necessary steps to prepare the input data sets for the PACTA for Supervisors analysis. Specifically it prepares the abcd_final data set by removing inactive companies if desired. And it allows preparing the ratios by which the exposures to counterparties are split along the sectors. Parameters for both steps are read from a config.yml file. The function is called for its side effects and writes the prepared data sets to the directory output/prepare, where output is the output directory specified in the config.yml.

Usage

prepare_abcd(config)

Arguments

config

either a path to a config.yml file or a list of parameters

Examples

# TODO

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Prioritise and diagnose the loan book data sets used in the PACTA for Supervisors analysis

Description

prioritise_and_diagnose() runs the necessary steps to prioritise the matched loan books and diagnose both the match success rate and the coverage of the real economy assets by the matched loan books. Parameters for all steps are read from a config.yml file. The function is called for its side effects and writes the prepared and diagnosed data sets to the directory output/prioritise_and_diagnose, where output is the output directory specified in the config.yml.

prioritise_and_diagnose() and prioritize_and_diagnose() are synonyms.

Usage

prioritise_and_diagnose(config)

prioritize_and_diagnose(config)

Arguments

config

either a path to a config.yml file or a list of parameters

Examples

# TODO

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