Case Study: CAMRADATA achieves 90% faster model development and hours‑not‑weeks risk analysis with MathWorks' MATLAB

CAMRADATA Models Dependencies for Quantitative Risk Assessment

CAMRADATA, a quantitative research group led by Martyn Dorey, needed to identify nonlinear and latent-factor risks across assets and liabilities during extreme market downturns and to deliver customized numerical solutions on very short notice. To meet this challenge they standardized on MathWorks’ MATLAB and companion toolboxes for fast development and complex econometric modeling.

Using MathWorks’ MATLAB (with Statistics and Machine Learning, Financial, Optimization, Global Optimization, Symbolic Math, and Datafeed Toolboxes), CAMRADATA implemented copula-based, asymmetric and tail-dependent factor models, built interactive Excel-linked interfaces, and developed a universal copula for multidimensional relationships. The MathWorks-based solution cut development time by about 90%, reduced risk-analysis turnaround from weeks to hours (models that once took a week now run in under an hour; some builds take a morning versus two weeks), and enabled rapid automated reporting and broader cross-disciplinary contributions.

CAMRADATA

Martyn Dorey

Head Of Quantitative Research