Events - Seminars

Credit Risk Modeling with MATLAB

Seminar Overview

Financial risk management is a substantial topic. The foundation of all risk measures is verified quantitative functionality, statistical rigor and an ability to integrate rapidly with existing systems and infrastructure.

In this seminar, MathWorks financial engineers will illustrate how MATLAB can help risk teams build an agile Credit Risk Management infrastructure, using MATLAB’s advanced modeling, analysis and deployment tools to build risk analytics quickly and then implement into enterprise risk architectures.

Whether risk is core to your job or if you are simply interested in building, deploying or viewing quantitative analysis, this seminar will be ideal for you.

Thank you for your interest in MathWorks Seminars. There are no dates currently scheduled for this Seminar. For more information on our seminars and products contact MathWorks sales or please visit:

Who Should Attend

Existing and prospective MATLAB users involved in financial services research, data analysis, and modeling, including those in the following roles:

Risk Analysts & Managers
Ratings Analysts
Quantitative Researchers
Portfolio Analysts and Managers
Actuaries

Agenda
8:30 AM	Registration and Continental Breakfast
9:00 AM	Credit Risk Management case study Credit rating classification Transition matrices and probabilities of default Credit risk analysis
10:30 AM	Break
10:45 AM	Implementing MATLAB into your Production Risk Environment Database integration Developing standalone applications Deploying custom risk components into a server environment Automated reporting
11:45 AM	Questions and Answers
12:00 PM	Conclusion of seminar