Choose your language

Credit Risk under the Basel Framework Course

Credit Risk under the Basel Framework Course
4 to 360 hours flexible workload
valid certificate in your country

What will I learn?

You will build a thorough understanding of how the Basel framework measures and controls credit risk across all major asset classes. The course covers the standardised approach, foundation IRB, and advanced IRB methods, including own estimates of PD, LGD, and EAD. You will also learn how to quantify counterparty credit risk, apply CVA capital charges, and navigate the securitisation hierarchy of approaches. Pillar 2 supervisory review, capital buffers, and ICAAP design are addressed in detail. Supplementary modules extend your skills into machine learning for credit scoring, climate-related credit risk, and regulatory reporting. By the end, you will be equipped to contribute directly to capital adequacy processes, model development, and regulatory submissions at a professional level.

Elevify advantages

Develop skills

  • Basel Capital Calculation: Apply standardised and IRB approaches to compute risk-weighted assets accurately.
  • Credit Risk Parameter Estimation: Build and validate PD, LGD, and EAD models to regulatory standards.
  • Counterparty Exposure Measurement: Quantify CCR and CVA capital charges for derivatives portfolios.
  • Capital Planning Integration: Design stress-tested capital plans incorporating Pillar 2 buffers and ICAAP requirements.

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

Your lessons are perfect. I purchased the one-year package and finally have the opportunity to follow various topics of interest without needing to change platforms... I'm grateful for everything you do, I've already recommended you to other people...
Giulio Carlo
Giulio CarloDigital Marketing Student
I like how the lessons are straight to the point and how I can change chapters and skip content I don't need.
Mariana Ferres
Mariana FerresPhotography Student
I like the content and the way videos are presented and transcribed, which speeds up the process!
Luciana Alvarenga
Luciana AlvarengaNail Design Student
The platform is fast and simple to use. The diversity of content and complementary videos really help with learning.
André Felipe
André FelipePrompt Engineering Student

FAQ

Who is Elevify? How does it work?

Do the courses come with a certificate?

Are the courses free?

What is the duration of the courses?

What are the courses like?

How do the courses work?

What is the duration of the courses?

What is the cost or price of the courses?

What is an online course and how does it work?

PDF Course