migrate - Create Credit State Migration (Transition) Matrices
Tools to help convert credit risk data at two timepoints into traditional credit state migration (aka, "transition") matrices. At a higher level, 'migrate' is intended to help an analyst understand how risk moved in their credit portfolio over a time interval. References to this methodology include: 1. Schuermann, T. (2008) <doi:10.1002/9780470061596.risk0409>. 2. Perederiy, V. (2017) <doi:10.48550/arXiv.1708.00062>.
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credit-riskfinancerisk-management
6.02 score 7 stars 15 scripts 619 downloads
fcall - Parse Farm Credit Administration Call Report Data into Tidy Data Frames
Parses financial condition and performance data (Call Reports) for institutions in the United States Farm Credit System. Contains functions for downloading files from the Farm Credit Administration (FCA) Call Report archive website and reading the files into tidy data frame format. The archive website can be found at <https://www.fca.gov/bank-oversight/call-report-data-for-download>.
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agriculturecreditdatascience
5.56 score 3 stars 3 scripts 213 downloads
ffiec - R Interface to 'FFIEC Central Data Repository REST API' Service
Provides a simplified interface to the Central Data Repository 'REST API' service made available by the United States Federal Financial Institutions Examination Council ('FFIEC'). Contains functions to retrieve reports of Condition and Income (Call Reports) and Uniform Bank Performance Reports ('UBPR') in list or tidy data frame format for most 'FDIC' insured institutions. See <https://cdr.ffiec.gov/public/Files/SIS611_-_Retrieve_Public_Data_via_Web_Service.pdf> for the official 'REST API' documentation published by the 'FFIEC'.
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bankingcallreportdatasciencefinance
4.95 score 2 stars 4 scripts 456 downloads