sstModel: riskCapital.sstOutput – R documentation

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riskCapital.sstOutput

Compute the Risk Capital (RC)

S3 generic method to compute the risk capital (RC).

## S3 method for class 'sstOutput'
riskCapital(object, with.scenario = F, ...)

`object`	S3 object of class sstOutput.
`with.scenario`	logical value of length one. Should the risk capital be compute with scenario risk also?
`...`	additional parameters to be passed on to `expectedShortfall`.

a numeric value. The risk capital (RC).