RiskType

java.lang.Object

org.drip.capital.definition.RiskType

public class RiskType
extends java.lang.Object

RiskType maintains the C¹ Fixings for the Risk Type Categorical Variate. The References are:

Bank for International Supervision(2005): Stress Testing at Major Financial Institutions: Survey Results and Practice https://www.bis.org/publ/cgfs24.htm
Glasserman, P. (2004): Monte Carlo Methods in Financial Engineering Springer
Kupiec, P. H. (2000): Stress Tests and Risk Capital Risk 2 (4) 27-39

Module = Portfolio Core Module
Library = Capital Analytics
Project = Basel Market Risk and Operational Capital
Package = Economic Risk Capital Categorical Definitions

Author:: Lakshmi Krishnamurthy

Field Summary

Fields
Modifier and Type	Field	Description
`static java.lang.String`	`AFS`	AFS Risk Type
`static java.lang.String`	`CVA`	CVA Risk Type
`static java.lang.String`	`PENSION`	Pension Risk Type
`static java.lang.String`	`TRADING`	Trading Risk Type

Constructor Summary

Constructors

Constructor Description

RiskType()
Method Summary

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Details
- AFS
  
  public static final java.lang.String AFS
  
  AFS Risk Type
  
  See Also:
  
  Constant Field Values
- CVA
  
  public static final java.lang.String CVA
  
  CVA Risk Type
  
  See Also:
  
  Constant Field Values
- PENSION
  
  public static final java.lang.String PENSION
  
  Pension Risk Type
  
  See Also:
  
  Constant Field Values
- TRADING
  
  public static final java.lang.String TRADING
  
  Trading Risk Type
  
  See Also:
  
  Constant Field Values
Constructor Details
- RiskType
  
  public RiskType()