Stress Testing / Predicting Loss under Adverse Economic Conditions
Stress testing loan portfolio using economic scenarios (files for video demo)
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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.
Cite As
MathWorks Quant Team (2026). Stress Testing / Predicting Loss under Adverse Economic Conditions (https://ch.mathworks.com/matlabcentral/fileexchange/67771-stress-testing-predicting-loss-under-adverse-economic-conditions), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (8.54 MB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
