Introduction to Risk Management (Files for Webinar)

Version 1.0.1.0 (198 KB) by MathWorks Quant Team
The files consist of demos in consumer credit risk, corporate credit risk, and market risk.
5.0
(1)
328 Downloads
Updated 31 Oct 2017

View License

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

Cite As

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. Retrieved .

MATLAB Release Compatibility
Created with R2017a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Categories
Find more on Risk Management Toolbox in Help Center and MATLAB Answers

Community Treasure Hunt

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

Start Hunting!

Version Published Release Notes
1.0.1.0

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