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Risk Modeling Course

Risk Modeling Course
from 4 to 360h flexible workload
certificate valid 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 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 rich information.
WiltonCivil Firefighter

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