Risk Modeling Course
This course equips participants with essential skills in credit and interest rate risk modeling, including probability estimation, yield curve construction, simulations, stress testing, and hedging strategies to enhance portfolio management and decision-making.

4 to 360 hours flexible workload
valid certificate in your country
What will I learn?
This Risk Modelling Course provides practical tools to measure and manage credit and interest rate risk with confidence. Learn how to estimate default probabilities, credit spreads, LGD, and recovery rates, build yield curves, apply duration and convexity, run scenario and Monte Carlo simulations, interpret stress tests, and present clear, defensible results that support better portfolio and risk decisions.
Elevify advantages
Develop skills
- Credit risk modelling: estimate PD, LGD, spreads using ratings and CDS data.
- Interest rate risk: apply duration, convexity, and curve shocks to bond portfolios.
- Scenario stress testing: build mild and severe rate–credit loss simulations fast.
- Monte Carlo risk: simulate defaults, VaR, and tail losses with simple copula tools.
- Practical hedging: design duration, CDS, and diversification actions from model output.
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.What our students say
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