Samplicity Index

Table of Contents

• Introduction
  • Further Reading
  • Class Documentation
  • Indices and Tables
• Quick Start
  • Introduction
  • Installation
  • Data Inputs
  • Running the Tool
  • Data Extraction
• Structure
  • Main classes
  • How the classes work together
  • Usage example
• Asset Mapping
  • Introduction
  • Asset Shocks
  • LGD Adjustments (lgd_adj)
  • Bond Type (bond_type)
  • LGD Classification
• Known Issues
  • Introduction
  • Premium and Reserve Risk
  • Factor based catastrophe risk
  • Non-Proportional Reinsurance
  • Credit Risk
  • Loss given default
  • Concentration risk
  • Python design

Class Documentation

• SCR
  • scr
  • Support Modules
• Data
  • data
  • Supporting Modules
• PremRes
• NatCat
• FactorCat
• NonProp
• ManMade
• Reinsurance
  • reinsurance
  • Supporting Modules
• Market
  • market
  • Supporting Modules
• BOND VAL
• OpRisk

Helper Code

• Helper Functions
  • allocation_matrix()
  • combins_df_col()
  • f_accumulate_figures_vectorized()
  • f_best_join()
  • f_best_match_new()
  • f_fast_join()
  • f_fast_match_element()
  • f_get_total_row()
  • f_new_match_element()
  • f_new_match_idx()
  • log_decorator()
• Main Module