Class BusinessRegionRiskTypeCoordinate

java.lang.Object
All Implemented Interfaces:
Coordinate

public class BusinessRegionRiskTypeCoordinate
extends RegionRiskTypeCoordinate
BusinessRegionRiskTypeCoordinate implements the Capital Unit Coordinate based on Business, Region, and Risk Type. 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


Author:
Lakshmi Krishnamurthy
  • Constructor Details

    • BusinessRegionRiskTypeCoordinate

      public BusinessRegionRiskTypeCoordinate​(java.lang.String business, java.lang.String region, java.lang.String riskType) throws java.lang.Exception
      BusinessRegionRiskTypeCoordinate Constructor
      Parameters:
      business - iVAST Business
      region - iVAST Region
      riskType - iVAST Risk Type
      Throws:
      java.lang.Exception - Thrown if the Inputs are Invalid
  • Method Details

    • Standard

      public static final BusinessRegionRiskTypeCoordinate Standard​(java.lang.String fullyQualifiedName)
      Construct a Standard Instance of BusinessRegionRiskTypeCoordinate from the FQN
      Parameters:
      fullyQualifiedName - The FQN
      Returns:
      Standard Instance of BusinessRegionRiskTypeCoordinate from the FQN
    • business

      public java.lang.String business()
      Retrieve the iVAST Business
      Returns:
      The iVAST Business
    • fullyQualifiedName

      public java.lang.String fullyQualifiedName()
      Description copied from interface: Coordinate
      Retrieve the Fully Qualified Name
      Specified by:
      fullyQualifiedName in interface Coordinate
      Overrides:
      fullyQualifiedName in class RegionRiskTypeCoordinate
      Returns:
      The Fully Qualified Name
    • regionRiskTypeCoordinate

      public RegionRiskTypeCoordinate regionRiskTypeCoordinate()
      Retrieve the Region-Risk Type Node Identifier
      Returns:
      The Region-Risk Type Node Identifier