Market Risk: Analyze and manage market risks
|8 Dec 2011||Stuart Kozola||
Market risk is the potential for a loss in value of an investment portfolio when prices drop due to sources of systematic risk, or changes in risk factors that affect the entire market or market segments.
Leading financial institutions use MATLAB to build models and manage market risk. You can use Financial Toolbox to build customized models, perform Monte Carlo simulations, and analyze various scenarios to asses risk exposure arising from financial activities exposed to market risks.