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Risk Modeling Fundamentals Course

Risk Modeling Fundamentals Course
flexible workload from 4 to 360h
valid certificate in your country

What will I learn?

The Fundamentals of Risk Modelling 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 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 against actual US data, conducting stress tests, and preparing clear, justifiable assumptions and findings for those making decisions.

Elevify advantages

Develop skills

  • Credit risk measures: apply PD, LGD, EAD and EL to actual loan portfolios.
  • Expected loss modelling: calculate loan and portfolio EL using neat, ready-for-audit tables.
  • Pricing and P&L impact: connect expected loss to interest rates, margins, and break-even points.
  • Stress testing abilities: perform PD/LGD shocks, analyse outcomes, and quickly determine buffer sizes.
  • Data comparison: utilise US loan data sets 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 workload.
Workload: between 4 and 360 hours

What our students say

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EmersonPolice Investigator
The course was essential to meet the expectations of my boss and the company where I work.
SilviaNurse
Very great course. Lots of valuable information.
WiltonCivil Firefighter

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