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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 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 key measures like PD, LGD, EAD, and expected loss, create basic amortising loan models, and connect risk to pricing, profit margins, and profit and loss. You will practise combining portfolios, comparing with actual US data, conducting stress tests, and preparing clear, solid assumptions and findings for those making decisions.

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 shocks, analyse outcomes, and quickly determine buffer sizes.
  • 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.
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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