pacta.loanbook

Overview

{pacta.loanbook} supports the PACTA analysis of corporate lending portfolios—loanbooks—by providing an easy way to install, load and run the necessary underlying R packages.

In addition to simplifying package management, {pacta.loanbook} serves as a central resource for documentation. The cookbook explains in detail how you can run a PACTA analysis.

If you’re new to climate scenario alignment and PACTA, see the PACTA website for more information about PACTA for Banks, more on PACTA methodology, and other PACTA applications.

Installation

You can install the release version of the package by running the following command in R:

install.packages("pacta.loanbook")

Usage

library(pacta.loanbook) will load all the functions and datasets from the underlying packages:

• r2dii.data, for input data sets used in PACTA for Banks (e.g. sector classification systems, regional mappers, data dictionary, demo data).
• r2dii.match, for matching counterparties in raw input loan books with companies in the asset-based company data (ABCD).
• r2dii.analysis, for calculating the alignment of loan books and/or counterparties with climate transition scenarios.
• r2dii.plot, for plotting the results of the alignment analysis in standard PACTA plot format.

Refer to the cookbook for a detailed explanation on how to use the software.