Howdy-

You may want to check out the R-sig-finance list and search through the postings here:
http://n4.nabble.com/Rmetrics-f925806.html

There's quite a few packages in the CRAN taskviews as well:

http://cran.r-project.org/web/views/Finance.html

-cj


Ricardo Gonçalves Silva wrote:
Hi,

I'm currently beginning to use R for financial analysis (mainly Basel II 
benchmarks) and I would like to know if any R-User can give me some initial 
directions on packages and tutorials which I can use to calculate capital 
requirements, default probabilities, and related stuff.

Thanks in advance,

Rick
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