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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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
Citation pour cette source
MathWorks Quant Team (2026). Introduction to Risk Management (Files for Webinar) (https://fr.mathworks.com/matlabcentral/fileexchange/62293-introduction-to-risk-management-files-for-webinar), MATLAB Central File Exchange. Extrait(e) le .
Informations générales
- Version 1.0.1.0 (198 ko)
Compatibilité avec les versions de MATLAB
- Compatible avec toutes les versions
Plateformes compatibles
- Windows
- macOS
- Linux
| Version | Publié le | Notes de version | Action |
|---|---|---|---|
| 1.0.1.0 | Adjust Demo3 (VaR backtesting) to use data from FRED |
||
| 1.0.0.0 |
