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Risk Modeling Course

Risk Modeling Course
flexible workload of 4 to 360h
valid certificate in your country

What will I learn?

This Risk Modelling Course equips you with practical tools to measure and manage credit and interest rate risk confidently. You will learn to estimate default probabilities, credit spreads, LGD, and recovery rates, construct yield curves, apply duration and convexity, conduct scenario and Monte Carlo simulations, interpret stress tests, and present clear, defensible results to support improved portfolio and risk decisions.

Elevify advantages

Develop skills

  • Credit risk modelling: estimate PD, LGD, spreads using ratings and CDS data.
  • Interest rate risk: apply duration, convexity, and curve shocks to bond portfolios.
  • Scenario stress testing: build mild and severe rate-credit loss simulations quickly.
  • Monte Carlo risk: simulate defaults, VaR, and tail losses with simple copula tools.
  • Practical hedging: design duration, CDS, and diversification actions from model output.

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

I was just promoted to Intelligence Advisor for the Prison System, and the course from Elevify was crucial for me to be chosen.
EmersonPolice Investigator
The course was essential to meet the expectations of my boss and the company I work for.
SilviaNurse
Very great course. Lots of valuable information.
WiltonCivil Firefighter

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