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 >>

“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 >>

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 >>

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 >>

If you work with macro, markets, or policy analysis, chances are you touch FRED®—the Federal Reserve Economic Data service. The Datafeed Toolbox gives you a first-class, native connector to FRED that… read more >>

The following post is from Yuchen Dong, Senior Financial Application Engineer at MathWorks.
Financial institutions forecast GDP to set capital buffers and plan stress-testing scenarios. Using MATLAB®… read more >>

What is GDP Nowcasting?
Imagine trying to drive a car while only getting speed updates every three months. That’s kind of what it’s like for central banks relying solely on quarterly GDP data to make… read more >>

The following post is from Yuchen Dong, Senior Financial Application Engineer.
The code presented in this blog can be found here.

This example demonstrates a practical tool for modeling the… read more >>

The following post is from William Mueller, Software Developer on the Econometrics Toolbox Team.

Forecasting currency exchange rates is essential to international business management. Doing so… read more >>