Technical Articles and Newsletters
By MathWorks Staff
Learn how you can use MATLAB to model all quantifiable risks and service multiple compliance regimes with agility, reproducibility, and robust model governance.
Simulate correlated counterparty defaults using a multifactor copula model.
Create a credit scorecard using the Bining Explorer app.
Compute the unilateral credit value (valuation) adjustment (CVA) for a bank holding a portfolio of interest rate swaps with several counterparties.
Compute, stress-test, and manage liquidity risk, funding risk, and market risk in fully general multi-asset class portfolios.
Process heterogeneous data, construct and identify indicators for potential fraud, and train machine learning models to identify fraud candidates.
Describe, visualize, and model risk contagion, with graph theory and Markov Chain Monte-Carlo.
Comply with CCAR and EBA Stress Tests: Download macroeconomic data, generate shock scenarios on your predictive models, and report results.
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Risk Management Application and Code Examples
MATLAB and Macroeconomic Stress Testing (5:20)
Munich Re Trading Creates a Risk Analytics Platform with MATLAB: Project Overview (4:11)
Munich Re Trading Creates a Risk Analytics Platform with MATLAB: Demonstration (3:31)
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