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Risk Modeling Fundamentals Course

Risk Modeling Fundamentals Course
from 4 to 360h flexible workload
valid certificate in your country

What will I learn?

The Risk Modeling Basics Course provides you with a straightforward, hands-on set of tools to measure and handle credit risk for unsecured personal loans. You will learn key measures such as PD, LGD, EAD, and expected loss, create basic amortizing loan models, and connect risk to pricing, margins, and profit and loss. You will work on combining portfolios, comparing with actual US data, conducting stress tests, and preparing clear, supportable assumptions and findings for those making decisions.

Elevify advantages

Develop skills

  • Credit risk measures: use PD, LGD, EAD and EL on actual loan portfolios.
  • Expected loss modeling: calculate loan and portfolio EL using neat, ready-for-audit tables.
  • Pricing and P&L impact: connect expected loss to interest rates, margins, and break-even points.
  • Stress testing skills: perform PD/LGD shocks, explain results, and quickly determine buffer sizes.
  • Data benchmarking: apply US loan data 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.
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 where I work.
SilviaNurse
Very great course. Lots of rich information.
WiltonCivil Firefighter

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