The files are designed for the webinar "Introduction to Risk Managment Toolbox", including three demos:
1. Consumer credit risk: credit scorecard modeling using Binning Explorer
2. Corporate credit risk: credit portfolio simulation based on probability of default and credit migration matrix
3. Market risk: Value-at-Risk backtesting
You will find these files as a starting point for gaining a better understanding of Risk Management Toolbox and how toolboxes work together in solving risk problems
Adjust Demo3 (VaR backtesting) to use data from FRED
Download apps, toolboxes, and other File Exchange content using Add-On Explorer in MATLAB.