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Case StudiesCase Study Fill EBA Stress template
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Introduction

In this exercise we would like to fill an (MS Excel) EBA stresstest template with some previous data. More specifically, we would like to create a function which should

  1. Take 2 file paths as parameters: 1 input EBA template path and 1 output path.
  2. Take 2 addtional parameter for a data.frame with the input data.frame and 1 parameter specifying the bank to be filled out.
  3. The goal is now to fill out the Risk exposure amounts (based on the sheet CSV_CR_REA) using the input data from TRA_CR.csv. We only try to fill out the first two columns. 3.1. Create a mapping table between the rows in TRA_CR.csv and the respective rows/columns in the Template sheet. Depending on your time budget try to find at least the mappings for the following asset class categories
  • Central banks and central governments
  • Institutions
  • Corporates
  • Retail

3.2. Fill out the values with the for each category in the sheet. 4. Explain why this approach is be preferred compared to an Excel workflow.