This webinar shows how to build a forecasting model for corporate default rates with MATLAB.

Topics include:

• Working with historical credit migrations data to construct time series of interest and to visualize default rates dynamics
• Using statistical and econometric tools to fit and analyze a forecasting model for corporate default rates
• Backtesting the forecasting model
• Visualizing risk regions for scenario analysis and stress testing
• Forecasting full transition matrices

Presenter: Gabo Lopez-Calva