Results for creditMigrationCopula
This example shows a common workflow for using a creditMigrationCopula object for a portfolio of counterparty credit ratings. Workflow Examples Risk Management Toolbox Computational Finance
This example demonstrates techniques to calibrate a one-factor model for estimating portfolio credit losses using the creditDefaultCopula or creditMigrationCopula classes. Other Risk Management Toolbox Computational Finance
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a web site from the following list:
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.
Contact your local office