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.
MathWorks Quant Team (2023). 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. 检索来源 .
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