A value-at-risk (VaR) backtesting workflow and the use of VaR backtesting tools. For a more comprehensive example of VaR backtesting, see docid:risk_ug.bvejh6e-1.
A common workflow for using a creditMigrationCopula object for a portfolio of counterparty credit ratings.
An expected shortfall (ES) backtesting workflow using the esbacktestbysim object. The tests supported in the esbacktestbysim object require as inputs not only the test data ( Portfolio ,
A common workflow for using a creditDefaultCopula object for a portfolio of credit instruments.