We review recent progress on a microscopic theoretical approach to describe the nonlinear response of glass-forming colloidal dispersions under strong external forcing leading to homogeneous and inhomogeneous flow. Using mode-coupling theory (MCT), constitutive equations for the rheology of viscoelastic shear-thinning fluids are obtained. These are, in suitably simplified form, employed in continuum fluid dynamics, solved by a hybrid-Lattice Boltzmann (LB) algorithm that was developed to deal with long-lasting memory effects. The combined microscopic theoretical and mesoscopic numerical approach captures a number of phenomena far from equilibrium, including the yielding of metastable states, process-dependent mechanical properties, and inhomogeneous pressure-driven channel flow.