PRMIA Risk Management Challenge

The Professional Risk Managers’ International Association (PRMIA) hosts the annual PRMIA Risk Management Challenge (PRMC) across Canada, the U.S., and the EU. MathWorks is providing free access to MATLAB based computational finance products used by industry for risk analytics, model management, and automated reporting. The goal is to help students engage in a rewarding and fulfilling experience that will help them prepare for a career in risk management.

ARPM and KKR Find Practical Quantitative Solutions to Problems in Risk and Portfolio Management

Complimentary Software

MathWorks provides complimentary software for this competition. If your team is participating in this competition and needs software, fill out the software request form.

Request software

Competition Resources

Code Examples

Credit Rating by Bagging Decision Trees

Forecasting Corporate Default Rates

Binning Explorer Case Study Example

Stress Testing of Consumer Credit Default Probabilities Using Panel Data

Counterparty Credit Risk and CVA

Wrong Way Risk with Copulas

Value-at-Risk Estimation and Backtesting

Videos

Credit Scorecard Modeling Using the Binning Explorer App（6:17)

Getting Started with Portfolio Optimization（4:12)

Using Tables for Financial Data（5:33)

What Is Statistics and Machine Learning Toolbox?（2:14)

Machine Learning with MATLAB Overview（3:02)

What Is Optimization Toolbox?（2:46)

Mixed-Integer Linear Programming in MATLAB（36:55)

Webinars

Introduction to Risk Management Toolbox（26:24)

信用风险与MATLAB建模（53:09)

Energy Trading & Risk Management with MATLAB（47:31)

Operational Risk Modeling（37:42)

Calibration and Simulation Best Practices: Multifactor Interest Rate Models for Risk Applications（30:00)

Measuring and Monitoring Market Risk Using MATLAB（31:49)

Video Tutorials for Your Team

Interactive Online Tutorials

Learn by doing! Our two-hour online courses provide a hands-on learning environment where you will interact with a web-based version of MATLAB and receive instant and contextual feedback.

View all tutorials