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

from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
The Fundamentals of Risk Modelling Course provides a straightforward, hands-on set of tools to measure and handle credit risk for unsecured personal loans. You will learn key measures such as PD, LGD, EAD, and expected loss, develop basic models for amortising loans, and connect risk to pricing, profit margins, and profit and loss statements. The course includes exercises in combining portfolios, comparing against actual US data, conducting stress tests, and preparing clear, supportable assumptions and findings for those making decisions.
Elevify advantages
Develop skills
- Credit risk measures: apply PD, LGD, EAD and EL to actual loan portfolios.
- Expected loss modelling: calculate loan and portfolio EL using clear, audit-ready tables.
- Pricing and P&L impact: connect expected loss to interest rates, margins, and break-even points.
- Stress testing skills: perform PD/LGD shocks, analyse results, and quickly determine buffer sizes.
- Data benchmarking: utilise US loan data sets to establish realistic 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
As suas aulas são perfeitas. Adquiri o pacote de um ano e, finalmente, tenho a oportunidade de acompanhar diversos temas do meu interesse sem precisar mudar de plataforma... agradeço por tudo o que fazem, já recomendei vocês a outras pessoas...

Giulio CarloAluno de Marketing Digital
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Gosto do conteúdo e do modo de apresentação e transcrição de vídeos, o que acelera o processo!

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A plataforma é rápida, simples de usar. A diversidade de conteúdo e os vídeos complementares ajudam muito no aprendizado.

Giulio CarloAluno de Engenharia de Prompt
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