Updated: Apr 23, 2020
Prof. Dr. Wolfgang Breymann, Head of Research Area,
Zurich University of Applied Sciences
We developed an R interface to use the ACTUS Algorithmic Contract Type Unified Standard.
The interface gives access to the most important contract types. The user can access
individual contracts and define a risk factor environment. The cash flow stream encoded
in the contract can be visualized. In addition, portfolios of contracts can be imported,
and a superstructure of accounts for the analysis can be defined.
The user can also carry out stress tests and Monte Carlo simulations.
In addition, a shiny app has been created that simulates a toy model of a financial systems
that allow the user a simple liquidity stress test.
Watch the zoom recording using following Zoom-Link