The Fundamental Review of the Trading Book (FRTB) is reshaping how banks measure and manage market risk. Beyond replacing Value at Risk (VaR) with Expected Shortfall (ES) to better capture tail risk… 続きを読む >>

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… 続きを読む >>

We recently hosted a technical webinar focused on analyzing the financial risks of wildfires. Akshay Paul and Yuchen Dong from the MathWorks finance team presented how MATLAB can support financial… 続きを読む >>

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®… 続きを読む >>

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… 続きを読む >>

Financial institutions are reassessing long-term risk models as physical climate events like hurricanes, floods, and wildfires become more frequent and more severe. Traditional natural catastrophe… 続きを読む >>

Asset management quants face complex data environments, tight timelines, and the constant pressure to translate models into actionable decisions. Model development is no longer the… 続きを読む >>

MathWorks was recently invited to the 2nd Biennial Macroeconometric Caribbean Conference in Nassau, Bahamas, organized by The Central Bank of The Bahamas and Indiana University.
Dr. Allan Wright and… 続きを読む >>

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… 続きを読む >>

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… 続きを読む >>