Risk Management Toolbox™ provides functions for mathematical modeling and simulation of credit and market risk. You can model probabilities of default, create credit scorecards, perform credit portfolio analysis, and backtest models to assess potential for financial loss. The toolbox lets you assess corporate and consumer credit risk as well as market risk. It includes an app for automatic and manual binning of variables for credit scorecards. It also includes simulation tools to analyze credit portfolio risk and backtesting tools to evaluate value-at-risk (VaR) and expected shortfall (ES).
Perform credit scorecard modeling processes.Learn more
Efficiently execute common credit analysis tasks.Learn more
Use Merton models to estimate the probability of default based on differing capital structures.Learn more
Calculate various concentration risk indices.Learn more
Discover more about Risk Management Toolbox by exploring these resources.
Explore documentation for Risk Management Toolbox functions and features, including release notes and examples.
Browse the list of available Risk Management Toolbox functions.
View system requirements for the latest release of Risk Management Toolbox.
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Risk Management Toolbox apps enable you to quickly access common tasks through an interactive interface.
Use Risk Management Toolbox to solve scientific and engineering challenges: