from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
This Credit Risk Modelling Course teaches you how to define default, align models with business goals and KPIs, and meet regulatory and compliance standards. You will cover data inventory, feature engineering, cleaning, and leakage control, then build and validate models using logistic regression, WOE, and tree-based methods. Finally, you will design scorecards, pricing, decision rules, and monitoring for robust, production-ready credit models.
Elevify advantages
Develop skills
- Design credit risk datasets: build predictive, stable loan features quickly.
- Clean and prepare credit data: address missing values, outliers, and leakage risks.
- Build and tune PD models: logistic and tree ensembles for actual loan portfolios.
- Evaluate and calibrate scores: AUC, KS, PSI, and cost-based cutoffs in practice.
- Operationalise scorecards: pricing, limits, decisions, and monitoring in production.
Suggested summary
Before starting, you can change the chapters and 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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