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1. Risk-PackageRisk-PackagePublic

   R Package to calculate VaR and ES

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2. CreditMetricsProjectCreditMetricsProjectPublic

   using the CreditMetrics method, calculate the VaR of credit for bonds of different countries, calculation of the portfolio value for each of the scenarios generated

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3. SUR-modelSUR-modelPublic

   seemingly unrelated regression equations

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4. BankruptcyProjectBankruptcyProjectPublic

   R: Bankruptcy prediction - Polish and Slovak companies

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5. VARmodelGrangercausalityVARmodelGrangercausalityPublic

   The aim of this project is to build a vector autoregressive model - VAR, causality in Granger's sense will then be examined.

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6. VECM-modelVECM-modelPublic

   transformation of the VAR model into a vector error correction model VECM

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