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Generate risk contributions for each counterparty in portfolio

`Contributions = riskContribution(cmc)`

`Contributions = riskContribution(cmc,Name,Value)`

returns a table of risk contributions for each counterparty in the portfolio.
The risk `Contributions`

= riskContribution(`cmc`

)`Contributions`

table allocates the full portfolio
risk measures to each counterparty, such that the counterparty risk
contributions sum to the portfolio risks reported by `portfolioRisk`

.

When creating a `creditMigrationCopula`

object, you can set the `'UseParallel'`

property if you
have Parallel
Computing Toolbox™. Once the `'UseParallel'`

property is
set, parallel processing is used to compute
`riskContribution`

.

Before you use the `riskContribution`

function, you must run
the `simulate`

function. For more
information on using a `creditMigrationCopula`

object, see
`creditMigrationCopula`

.

adds an optional name-value pair argument for `Contributions`

= riskContribution(`cmc`

,`Name,Value`

)`VaRWindow`

.

[1] Glasserman, P. “Measuring Marginal Risk Contributions in Credit
Portfolios.” *Journal of Computational Finance.* Vol. 9,
No. 2, Winter 2005/2006.

[2] Gupton, G., Finger, C., and Bhatia, M. *“CreditMetrics –
Technical Document.”* J. P. Morgan, New York,
1997.

`confidenceBands`

| `creditMigrationCopula`

| `getScenarios`

| `portfolioRisk`

| `simulate`

| `table`