Risk Modeling Fundamentals Course
This course equips participants with practical skills in credit risk modeling for unsecured personal loans, covering key metrics, loan modeling, risk integration with pricing and P&L, portfolio aggregation, benchmarking, stress testing, and clear reporting for decision-making.

flexible workload of 4 to 360h
valid certificate in your country
What will I learn?
The Fundamentals of Risk Modelling Course provides you with a straightforward, hands-on toolkit to measure and handle credit risk for unsecured personal loans. You will learn essential metrics such as PD, LGD, EAD, and expected loss, create basic amortising loan models, and connect risk to pricing, margins, and profit and loss. You will gain practice in aggregating portfolios, benchmarking using actual US data, conducting stress tests, and drafting clear, justifiable assumptions and conclusions for decision-makers.
Elevify advantages
Develop skills
- Credit risk metrics: apply PD, LGD, EAD and EL to actual loan portfolios.
- Expected loss modelling: calculate loan and portfolio EL using neat, 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 datasets 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
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