Credit Risk Modeling Course
Master credit risk modelling from data preparation to scorecards. Gain skills in PD modelling, feature engineering, AUC/KS evaluation, calibration, and governance to develop compliant, profitable lending strategies for retail and consumer finance in today's market.

from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
This Credit Risk Modelling Course teaches defining default, aligning models with business goals and KPIs, and meeting regulatory standards. Learn data inventory, feature engineering, cleaning, leakage control, then build and validate models with logistic regression, WOE, and tree-based methods. Finally, create scorecards, pricing, decision rules, and monitoring for production-ready credit models.
Elevify advantages
Develop skills
- Design credit risk datasets: build predictive, stable loan features quickly.
- Clean and prepare credit data: handle missing values, outliers, and leakage risks.
- Build and tune PD models: use logistic regression and tree ensembles for loan portfolios.
- Evaluate and calibrate scores: apply AUC, KS, PSI, and cost-based cutoffs practically.
- Operationalise scorecards: implement pricing, limits, decisions, and production monitoring.
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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