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Risk Modeling Fundamentals Course

Risk Modeling Fundamentals Course
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: use PD, LGD, EAD, and EL on actual loan portfolios.
  • Expected loss modelling: calculate EL for loans and portfolios using clear, verifiable tables.
  • Pricing and P&L effects: connect expected loss to interest rates, margins, and break-even points.
  • Stress testing abilities: perform PD/LGD adjustments, analyse outcomes, and determine buffer sizes quickly.
  • Data comparison: apply US loan data to establish realistic PD, LGD, and rate estimates.

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.
Workload: between 4 and 360 hours

What our students say

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EmersonPolice Investigator
The course was essential to meet the expectations of my boss and the company where I work.
SilviaNurse
Very great course. Lots of rich information.
WiltonCivil Firefighter

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