Risk Management Toolbox™ provides functions for mathematical modeling and simulation of credit and market risk. You can model probabilities of default, create credit scorecards, perform credit portfolio analysis, and backtest models to assess potential for financial loss. The toolbox lets you assess corporate and consumer credit risk as well as market risk. It includes an app for automatic and manual binning of variables for credit scorecards. It also includes simulation tools to analyze credit portfolio risk and backtesting tools to evaluate Value-at-Risk (VaR) and expected shortfall (ES).
Learn the basics of Risk Management Toolbox
Risk of loss due to default on consumer credit products
Risk of loss due to default on corporate credit products and migration of corporate credit ratings
Risk of loss arising from movements in market prices
Risk of loss arising from mortality and unpaid claims
Estimate loss reserves based on lifetime analysis