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Stress Testing / Predicting Loss under Adverse Economic Conditions

version 1.0.0.0 (8.54 MB) by MathWorks Quant Team
Stress testing loan portfolio using economic scenarios (files for video demo)

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Updated 21 Jun 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.

Cite As

MathWorks Quant Team (2020). 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. Retrieved .

Comments and Ratings (1)

Best tool guide for portfolio stress testing.

MATLAB Release Compatibility
Created with R2018a
Compatible with any release
Platform Compatibility
Windows macOS Linux