Risk Modeling Fundamentals Course
This course equips participants with essential tools for quantifying and managing credit risk in unsecured personal loans, covering key metrics, modeling techniques, pricing integration, stress testing, and data benchmarking using real-world US datasets.

4 to 360 hours flexible workload
valid certificate in your country
What will I learn?
The Risk Modelling Fundamentals Course provides a clear, practical toolkit to quantify and manage credit risk on unsecured personal loans. Learn core metrics like PD, LGD, EAD, and expected loss, build simple amortising loan models, and link risk to pricing, margins, and P&L. You will practise portfolio aggregation, benchmarking with real US data, stress testing, and writing concise, defensible assumptions and conclusions for decision-makers.
Elevify advantages
Develop skills
- Credit risk metrics: apply PD, LGD, EAD and EL to real loan portfolios.
- Expected loss modelling: compute loan and portfolio EL with clean, audit-ready tables.
- Pricing and P&L impact: link expected loss to rates, margins, and break-even.
- Stress testing skills: run PD/LGD shocks, interpret results, and size buffers fast.
- Data benchmarking: use US loan datasets to set practical PD, LGD, and rate assumptions.
Suggested summary
Before starting, you can change the chapters and the workload. Choose which chapter to start with. Add or remove chapters. Increase or decrease the course workload.What our students say
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