Introduction to Risk Management Toolbox
Overview
In this webinar, we will present selected features of Risk Management Toolbox, including credit risk and market risk. Given a number of challenges in risk management, risk manager need to customize risk models to new regulatory requirements, bigger datasets, and more automated processes. With MATLAB and Risk Management Toolbox, you can easily and productively develop, validate, and deploy risk models.
Through this webinar, you will learn:
- Credit scorecard modeling
- Credit portfolio simulation
- Value-at-Risk (VaR) backtesting
About the Presenter
Kawee Numpacharoen is a computational finance product manager at MathWorks. Prior to joining MathWorks, Kawee worked at Phatra Securities as a senior vice president in Equity and Derivatives Trading department. Kawee earned a B.S. in Electrical Engineering from King Mongkut’s Institute of Technology Ladkrabang, M.S. in Financial Engineering from University of Michigan, Ann Arbor, and a Ph.D. in Mathematics from Mahidol University.
Recorded: 26 Apr 2017
Related Products
Learn More
Learn more about Credit Risk, Market Risk, Value at Risk, Conditional Value at Risk
Featured Product
Risk Management Toolbox
Up Next:
Related Videos:
Select a Web Site
Choose a web site to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a web site from the following list
How to Get Best Site Performance
Select the China site (in Chinese or English) for best site performance. Other MathWorks country sites are not optimized for visits from your location.
Americas
- América Latina (Español)
- Canada (English)
- United States (English)
Europe
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)
Asia Pacific
- Australia (English)
- India (English)
- New Zealand (English)
- 中国
- 日本Japanese (日本語)
- 한국Korean (한국어)