Risk Modeling Fundamentals Course
This course equips participants with essential tools for credit risk modeling in unsecured personal loans, covering key metrics, loan modeling, risk integration with pricing and P&L, portfolio analysis, stress testing, and data-driven assumptions using US loan data.

from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
The Risk Modeling Fundamentals 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 gain experience in combining portfolios, comparing with actual US data, conducting stress tests, and preparing clear, justifiable 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 modelling: calculate loan and portfolio EL using neat, ready-for-audit tables.
- Pricing and P&L effects: connect expected loss to interest rates, margins, and break-even points.
- Stress testing abilities: perform PD/LGD adjustments, analyse outcomes, and determine buffers quickly.
- Data comparison: 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 workloadWhat our students say
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