from 4 to 360h flexible workload
valid certificate in your country
What will I learn?
This Risk Modelling Course equips you with practical tools to measure and manage credit and interest rate risk confidently. You'll learn to estimate default probabilities, credit spreads, LGD, and recovery rates, construct yield curves, apply duration and convexity, conduct scenario and Monte Carlo simulations, interpret stress tests, and deliver clear, defensible results that inform 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 quickly.
- 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 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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