Introduction to Risk Management (Files for Webinar)

The files consist of demos in consumer credit risk, corporate credit risk, and market risk.

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Actualizado 31 Oct 2017

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The files are designed for the webinar "Introduction to Risk Managment Toolbox", including three demos:
1. Consumer credit risk: credit scorecard modeling using Binning Explorer
2. Corporate credit risk: credit portfolio simulation based on probability of default and credit migration matrix
3. Market risk: Value-at-Risk backtesting
You will find these files as a starting point for gaining a better understanding of Risk Management Toolbox and how toolboxes work together in solving risk problems

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MathWorks Quant Team (2023). Introduction to Risk Management (Files for Webinar) (, MATLAB Central File Exchange. Recuperado .

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Se creó con R2017a
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Versión Publicado Notas de la versión

Adjust Demo3 (VaR backtesting) to use data from FRED