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).
Efficiently execute common credit analysis tasks.Learn more
Use a comprehensive suite of tools for simulating credit instruments based on a Gaussian copula or t copula.Learn more
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Explore documentation for Risk Management Toolbox functions and features, including release notes and examples.
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Risk Management Toolbox apps enable you to quickly access common tasks through an interactive interface.
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