Effective risk management increasingly requires understanding how climate‑related factors can influence market valuations and balance‑sheet resilience. CRISK provides a transparent, market‑based… read more >>

Systemic risk modeling is essential for central banks as financial systems grow more interconnected and vulnerable to sudden shocks. From market implied indicators to climate stress testing and… read more >>

Nonlinear confidence bands help you quantify forecast uncertainty in DSGE models, but they can be slow to compute. At the MathWorks Finance Conference, Kadir Tanyeri (International Monetary Fund)… read more >>

Every MATLAB release opens the door to new capabilities, better performance, and tighter integration with the platforms your team already uses. With two major releases a year and over 800… read more >>

“It [MATLAB] was used in Dynare in order to promote the accuracy and the ease of generating this model.”— Allan Wright, Manager, Central Bank of the Bahamas

Watch the Full… read more >>

In this technical session, Valerio Sperandeo, Senior Application Engineer, demonstrated how MATLAB can support financial institutions in building robust, transparent, and scalable risk models aligned… read more >>

Dynamic Stochastic General Equilibrium (DSGE) models are essential tools for policy analysis and forecasting, but estimation runs often exceed 24 hours—particularly for large-scale models or Bayesian… read more >>

Summary
Nasdaq Private Market (NPM) used MATLAB® to prototype and scale physics‑informed neural networks (PINNs) that price Special Purpose Vehicles (SPVs) with embedded carried interest and… read more >>

The 2025 MathWorks Finance Conference brought together quants, economists, financial modelers and researchers to explore how MATLAB is shaping the future of finance. Across two days, speakers shared… read more >>

The following post is from Yuchen Dong, Senior Finance Application Engineer at MathWorks.
The example featured in the blog can be found on GitHub here.
Retrieval-Augmented Generation (RAG) has… read more >>