Stress Testing / Predicting Loss under Adverse Economic Conditions

Versione 1.0.0.0 (8,54 MB) da MathWorks Quant Team
Stress testing loan portfolio using economic scenarios (files for video demo)
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Aggiornato 21 giu 2018

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You will learn how to perform stress testing based on economic scenarios using loan portfolio as an example. Please note that this example used a simplified dataset to make it easier to understand the workflow.

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MathWorks Quant Team (2024). Stress Testing / Predicting Loss under Adverse Economic Conditions (https://www.mathworks.com/matlabcentral/fileexchange/67771-stress-testing-predicting-loss-under-adverse-economic-conditions), MATLAB Central File Exchange. Recuperato .

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1.0.0.0