from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
The Fundamentals of Risk Modelling Course provides a straightforward, hands-on toolkit to measure and handle credit risk for unsecured personal loans. You will learn key measures such as PD, LGD, EAD, and expected loss, develop basic amortising loan models, and connect risk to pricing, margins, and profit and loss. You will gain experience in combining portfolios, comparing with actual US data, conducting stress tests, and preparing clear, supportable assumptions and findings for decision-makers.
Elevify advantages
Develop skills
- Credit risk measures: apply PD, LGD, EAD and EL to actual loan portfolios.
- Expected loss modelling: calculate loan and portfolio EL using neat, verifiable tables.
- Pricing and P&L effects: connect expected loss to interest rates, margins, and break-even points.
- Stress testing abilities: perform PD/LGD adjustments, analyse outcomes, and determine buffers quickly.
- Data comparison: utilise US loan data sets to establish realistic PD, LGD, and rate assumptions.
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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