SystemicRisk Versions Save

• Inclusion of VaR parameters in component measures.
• Improvement of ranking system in cross-entropy measures.
• Rework of some plotting functions.
• Minor fixes, improvements and cosmetic changes.

Hotfix for the main script.

• Full integration of measures comparison framework.
• Improvement of crisis definitions in datasets, with addition of single date distress events.
• Minor fixes, improvements and cosmetic changes.

• Preliminary integration of measures comparison framework:
  • Addition of crisis definitions in datasets.
  • Addition of comparison references in script results.
• Rework of cross-entropy measures (reduced portfolios approach).
• Improved workspace cleanup routines.
• Minor fixes, improvements and cosmetic changes.

Hotfix for the dataset parsing process.

• Major models converted from internal functions to function files.
• Improvement of consistency and cross-compatibility of the dataset parsing process.
• Minor fixes, improvements and cosmetic changes.

• New cross-entropy based systemic risk measures.
• Addition of group short names into datasets.
• Minor fixes, improvements and cosmetic changes.

First integrated release.