Stress Testing / Predicting Loss under Adverse Economic Conditions

Stress testing loan portfolio using economic scenarios (files for video demo)
304 descargas
Actualizado 21 jun 2018

Ver licencia

You will learn how to perform stress testing based on economic scenarios using loan portfolio as an example. Please note that this example used a simplified dataset to make it easier to understand the workflow.

Citar como

MathWorks Quant Team (2024). Stress Testing / Predicting Loss under Adverse Economic Conditions (https://www.mathworks.com/matlabcentral/fileexchange/67771-stress-testing-predicting-loss-under-adverse-economic-conditions), MATLAB Central File Exchange. Recuperado .

Compatibilidad con la versión de MATLAB
Se creó con R2018a
Compatible con cualquier versión
Compatibilidad con las plataformas
Windows macOS Linux
Categorías
Más información sobre Speech Recognition en Help Center y MATLAB Answers.

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!
Versión Publicado Notas de la versión
1.0.0.0