Forecasting Corporate Default Rates with MATLAB - MATLAB
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    Forecasting Corporate Default Rates with MATLAB

    This webinar shows how to build a forecasting model for corporate default rates with MATLAB.

    Topics include:

    • Working with historical credit migrations data to construct time series of interest and to visualize default rates dynamics
    • Using statistical and econometric tools to fit and analyze a forecasting model for corporate default rates
    • Backtesting the forecasting model
    • Visualizing risk regions for scenario analysis and stress testing
    • Forecasting full transition matrices

    Presenter: Gabo Lopez-Calva

    Recorded: 4 Apr 2012