Skip to content

Commit

Permalink
fixes
Browse files Browse the repository at this point in the history
  • Loading branch information
bergalli committed Apr 5, 2024
1 parent e0f6916 commit 0eb5820
Show file tree
Hide file tree
Showing 2 changed files with 5 additions and 5 deletions.
2 changes: 1 addition & 1 deletion R/crispy_expected_loss_plot.R
Original file line number Diff line number Diff line change
Expand Up @@ -44,7 +44,7 @@ prepare_for_expected_loss_plot <- function(analysis_data, facet_var) {
dplyr::filter(!.data$el_type %in% c("difference", "portfolio")) |>
dplyr::group_by_at(c(facet_var, "el_type")) |>
dplyr::summarise(
el_value = -sum(.data$el_value, na.rm = T),
el_value = sum(.data$el_value, na.rm = T),
exposure_value_usd = sum(.data$exposure_value_usd, na.rm = T)
) |>
dplyr::select_at(c(facet_var, "exposure_value_usd", "el_type", "el_value"))
Expand Down
8 changes: 4 additions & 4 deletions R/data_load_analysis.R
Original file line number Diff line number Diff line change
Expand Up @@ -46,10 +46,10 @@ compute_analysis_metrics <- function(analysis_data) {
pd_difference = .data$pd_shock - .data$pd_baseline,
# crispy_perc_pd_change = .data$pd_difference / .data$pd_baseline,

expected_loss_portfolio = .data$exposure_at_default * .data$pd_portfolio,
expected_loss_baseline = .data$exposure_at_default * .data$pd_baseline,
expected_loss_shock = .data$exposure_at_default * .data$pd_shock,
expected_loss_difference = .data$exposure_at_default * .data$pd_difference
expected_loss_portfolio = - .data$exposure_at_default * .data$pd_portfolio,
expected_loss_baseline = - .data$exposure_at_default * .data$pd_baseline,
expected_loss_shock = - .data$exposure_at_default * .data$pd_shock,
expected_loss_difference = - .data$exposure_at_default * .data$pd_difference
)


Expand Down

0 comments on commit 0eb5820

Please sign in to comment.