from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
The Fundamentals of Risk Modelling Course provides 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 models for loans that pay down over time, and connect risk to pricing, profit margins, and profit and loss statements. You will gain experience in combining portfolios, comparing with actual US data, conducting stress tests, and preparing clear, supportable assumptions and findings for those making decisions.
Elevify advantages
Develop skills
- Credit risk measures: use PD, LGD, EAD and EL on actual loan collections.
- Expected loss modelling: calculate EL for loans and collections using neat, ready-for-check tables.
- Pricing and P&L effects: connect expected loss to interest rates, margins, and break-even points.
- Stress testing abilities: apply shocks to PD/LGD, explain outcomes, and quickly determine buffer sizes.
- Data comparison: apply US loan data sets to establish realistic 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 workload.What our students say
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