R2025a

New Features, Bug Fixes

 Climate Risk: Explore climate scenario data using climateScenario object

Create a climateScenario object to perform data exploration, compute new values, and visualize climate scenario data. You can use the following functions in your climate scenario workflows:

 Market Risk: Use empirical distributions in expected shortfall backtests

Perform expected shortfall (ES) backtests on empirical distributions, such as historical value-at-risk (VaR) or Monte-Carlo VaR models, by using the InputData name-value argument when using esbacktestbysim.

Market Risk: Calculate value at risk and expected shortfall

Compute VaR and ES values by using the valueAtRisk and expectedShortfall functions.

Binning Explorer app: Generate function to create table of binned data

Binning Explorer now allows you to generate a function that returns a table of binned data. For details, see Binning Explorer.

Binning Explorer app: Export table of binned data

Binning Explorer now allows you to export binned data as a table to your workspace. For details, see Binning Explorer.

Example: Apply granularity adjustment to credit portfolios

This example shows how to apply a granularity adjustment when estimating capital requirements in both small homogeneous credit portfolios and larger nonhomogeneous portfolios. For more information, see Apply Granularity Adjustment to Credit Portfolios.

Modelscape: Use new workflow examples for Modelscape Governance

Use new workflow examples for Modelscape™ Governance™ to manage your financial model inventory and lifecycles with customizable dashboards and workflows. For details, see Modelscape Governance.

Modelscape: Use new examples for Modelscape Validate

Use new features and examples for Modelscape Validate™ to: