Central Banks Notes

Get the latest insights on how Central Banks use MATLAB

Tailored Training Courses

With more than 60 training courses, you can advance your skills with MATLAB and accommodate your organizational needs

“We had introductory MATLAB training with a focus on Finance and a customized part on portfolio optimization. I found the training to be very engaging and productive, and excellent value for money.”

Romualdas Zovė, Head of Asset Allocation Unit, Bank of Lithuania

Fitting Market Bond Data Using the Smith Wilson Model

The Smith Wilson model is widely used by the European Insurance and Occupational Pensions Authority (EIOPA) to derive the risk-free interest rate term structures

Big Data, Machine Learning, and Artificial Intelligence in Central Banks

Learn how economic researchers at Central Banks are taking advantage of big data and machine learning with MATLAB and Simulink

What’s New in MATLAB R2021b for Central Bankers?

Discover new features in MATLAB, Simulink, add-on products, and more

Access Hadoop Distributed File System via the Web with MATLAB

Learn why Central Banks are now using Hadoop-based big data environments

Climate Integrated Assessment Models Explorer

Use Integrated Assessment Model (IAM) outputs to model the impact of climate change and run climate stress-tests

What's New in Econometrics?

MATLAB now supports Markov-Switching and the Bayesian Vector autoregression models in the Econometrics Toolbox

Continuous Integration with MATLAB

Learn how MATLAB users can enjoy these benefits in many common CI platforms

The ECB's BEAR Toolbox

The ECB have a new release of the Bayesian Estimation, Analysis and Regression (BEAR) toolbox

Database Explorer for NGFS / IIASA Database

Easily use NGFS scenarios in MATLAB

Backtesting Expected Shortfall

Risk Management Toolbox adds the “minimally biased backtest for Expected Shortfall” to its framework

Ken Nyholm’s “A Practitioner's Guide to Discrete-Time Yield Curve Modelling”

Ken Nyholm of the European Central Bank in Frankfurt published “A Practitioner's Guide to Discrete-Time Yield Curve Modelling” with many examples in MATLAB

Ask the Expert

Stuart Theakston,
Central Banking Expert