Package: SystemicR
Type: Package
Title: Monitoring Systemic Risk
Version: 0.1.0
Authors@R: person("Jean-Baptiste", "Hasse", email = "jb-hasse@hotmail.fr", role = c("aut", "cre"))
Description: The past decade has demonstrated an increased need to
        better understand risks leading to systemic crises. This
        framework offers scholars, practitioners and policymakers a
        useful toolbox to explore such risks in financial systems.
        Specifically, this framework provides popular econometric and
        network measures to monitor systemic risk and to measure the
        consequences of regulatory decisions. These systemic risk
        measures are based on the frameworks of Adrian and Brunnermeier
        (2016) <doi:10.1257/aer.20120555> and Billio, Getmansky, Lo and
        Pelizzon (2012) <doi:10.1016/j.jfineco.2011.12.010>.
Depends: R (>= 2.10)
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: igraph, Matrix, quantreg, xts
NeedsCompilation: no
Packaged: 2026-07-13 08:42:55 UTC; root
Author: Jean-Baptiste Hasse [aut, cre]
Maintainer: Jean-Baptiste Hasse <jb-hasse@hotmail.fr>
Config/pak/sysreqs: libglpk-dev libxml2-dev
Repository: https://jbhasse.r-universe.dev
Date/Publication: 2020-05-08 08:20:02 UTC
RemoteUrl: https://github.com/cran/SystemicR
RemoteRef: HEAD
RemoteSha: e16053dc4461cc9052276eafe1ab167979696767