Introduction to Risk Management (Files for Webinar)

Versión 1.0.1.0 (198 KB) por MathWorks Quant Team
The files consist of demos in consumer credit risk, corporate credit risk, and market risk.
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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

Citar como

MathWorks Quant Team (2024). Introduction to Risk Management (Files for Webinar) (https://www.mathworks.com/matlabcentral/fileexchange/62293-introduction-to-risk-management-files-for-webinar), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2017a
Compatible con cualquier versión
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Más información sobre Risk Management Toolbox en Help Center y MATLAB Answers.

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Versión Publicado Notas de la versión
1.0.1.0

Adjust Demo3 (VaR backtesting) to use data from FRED
1.0.0.0