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Risk Modeling Fundamentals Course

Risk Modeling Fundamentals Course
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.
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 I work for.
SilviaNurse
Very great course. Lots of rich information.
WiltonCivil Firefighter

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