Documentation

This is machine translation

Translated by Microsoft
Mouseover text to see original. Click the button below to return to the English version of the page.

Note: This page has been translated by MathWorks. Click here to see
To view all translated materials including this page, select Country from the country navigator on the bottom of this page.

Getting Started with Risk Management Toolbox

Tutorials

Overviews

Risk Modeling with Risk Management Toolbox

Risk Management Toolbox™ provides tools for modeling three areas of risk assessment.

Credit Simulation Using Copulas

When using a creditDefaultCopula object, predicting the credit losses for a counterparty depends on three main elements.

Overview of VaR Backtesting

Use multiple VaR Backtesting tools for assessing VaR models.

Overview of Expected Shortfall Backtesting

Use multiple Expected Shortfall Backtesting tools for assessing VaR models.

Workflows

Binning Explorer Case Study Example

This example shows how to create a credit scorecard using the Binning Explorer app.

creditDefaultCopula Simulation Workflow

This example shows a common workflow for using a creditDefaultCopula object to measure default risk for a credit portfolio.

creditMigrationCopula Simulation Workflow

This example shows a common workflow for using a creditMigrationCopula object to measure credit migration risk for a credit portfolio.

VaR Backtesting Workflow

This example shows a value-at-risk (VaR) backtesting workflow and the use of VaR backtesting tools.

Expected Shortfall (ES) Backtesting Workflow Using Simulation

This example shows an expected shortfall (ES) backtesting workflow using simulation and the use of esbacktestbysim object.

Was this topic helpful?