Risk Modeling Fundamentals Course
Master core credit risk metrics and link them to pricing, P&L, and capital decisions. Learn PD, LGD, EAD, expected loss, stress testing, and clear communication so you can build defensible risk models for unsecured loan portfolios in real-world finance.

flexible workload of 4 to 360h
valid certificate in your country
What will I learn?
The Risk Modeling Fundamentals Course gives you a clear, practical toolkit to quantify and manage credit risk on unsecured personal loans. Learn core metrics like PD, LGD, EAD, and expected loss, build simple amortizing loan models, and link risk to pricing, margins, and P&L. You will practice portfolio aggregation, benchmarking with real US data, stress testing, and writing concise, defensible assumptions and conclusions for decision-makers.
Elevify advantages
Develop skills
- Credit risk metrics: apply PD, LGD, EAD and EL to real loan portfolios.
- Expected loss modeling: compute loan and portfolio EL with clean, audit-ready tables.
- Pricing and P&L impact: link expected loss to rates, margins, and break-even.
- Stress testing skills: run PD/LGD shocks, interpret results, and size buffers fast.
- Data benchmarking: use US loan datasets to set practical PD, LGD, and rate assumptions.
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 workloadWhat our students say
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