Introduction to Risk Management (Files for Webinar)

Version 1.0.1.0 (198 ko) par MathWorks Quant Team
The files consist of demos in consumer credit risk, corporate credit risk, and market risk.
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Mise à jour 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

Citation pour cette source

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. Récupéré le .

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Version Publié le Notes de version
1.0.1.0

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