finRiskPractical

Ten worked practicals for a Financial Risk Analytics course, packaged as an installable R library. Each Practical*() function prints the fully annotated R code for that topic to the console so students can copy it into a script and run it themselves.

Install

From r-universe (once the repo is registered — see below):

install.packages("finRiskPractical",
  repos = c("https://phanthomx.r-universe.dev", "https://cloud.r-project.org"))

Directly from GitHub:

# install.packages("remotes")
remotes::install_github("phanthomx/finRiskPractical")

Usage

library(finRiskPractical)

Practical1_R_for_Finance()      # print just Practical 1's code
Practical4_Market_Risk()        # print just Practical 4's code
print_all_practicals()          # print all 10, in order

Contents

Function	Topic
Practical1_R_for_Finance()	R basics, data structures, future value
Practical2_R_Warmups()	Loops, bootstrapping, random walk
Practical3_Term_Structure_Splines()	Nelson-Siegel vs. smoothing spline
Practical4_Market_Risk()	Parametric & historical VaR
Practical5_Credit_Risk()	Markov rating transitions, default probability
Practical6_Operational_Risk()	Frequency-severity loss modelling, GPD
Practical7_Volatility_GARCH()	AR(1)-GARCH(1,1) volatility modelling
Practical8_Portfolio_Analytics()	Minimum-variance portfolio optimisation
Practical9_Monte_Carlo_Risk()	GBM simulation, VaR & Expected Shortfall
Practical10_Shiny_App()	Interactive Shiny risk dashboard

Note: the printed code uses minpack.lm, evd, rugarch, quadprog, and shiny in a few practicals. This package doesn't require them to install or load — install them separately if you want to actually run the printed examples.

Getting this onto r-universe

1. Push this package (as the repo root, with DESCRIPTION at top level) to github.com/phanthomx/finRiskPractical.

2. In your phanthomx.r-universe.dev control repo, add/update packages.json:

   [
     { "package": "finRiskPractical", "url": "https://github.com/phanthomx/finRiskPractical" }
   ]

3. r-universe polls that control repo and builds automatically. Check build status and logs at https://phanthomx.r-universe.dev/builds.