Credit Risk Modeling with MATLAB

These are the supporting MATLAB files for the MathWorks webinar of the same name.

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In this Credit Risk Modeling webinar, you will learn how MATLAB can help risk teams build an agile Credit Risk Management infrastructure. If you are interested in developing and deploying risk analytics, this webinar will be ideal for you.
Webinar highlights include:
• Credit rating classification
• Transition matrices and probabilities of default
• Credit risk analysis

This webinar is for practitioners or academics in finance whose focus is risk management, credit structuring, quantitative analysis, or asset valuation. Familiarity with MATLAB is helpful, but not required.

Cite As

Ameya Deoras (2026). Credit Risk Modeling with MATLAB (https://ch.mathworks.com/matlabcentral/fileexchange/27847-credit-risk-modeling-with-matlab), MATLAB Central File Exchange. Retrieved .

Acknowledgements

Inspired by: Customizable Heat Maps

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.5.0.1

Updated license

1.5.0.0

Small update to heatmap.m to remove a warning that is thrown in R2011a and later.

1.0.0.0