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