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Credit Risk Modeling - E-learning

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In this e-learning course, students learn how to develop credit risk models in the context of the recent Basel II and Basel III guidelines. The course provides a sound mix of both theoretical and technical insights, as well as practical implementation details. These are illustrated by several real-life case studies and exercises. Although the course focusses on the concepts and modelling methodologies, it also includes software demonstrations in Base SAS and SAS Enterprise Miner.

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Niveau Expert
Type de formation E-learning

Prix total *
Membres: € 1.650
Non-membres: € 1.800
Partenaire BZB: € 1.650
Incompany: sur mesure, prix à la demande

* Avez-vous droit à des subventions?
* Prix : prestation dans le cadre du recyclage régulier, exonérée de TVA

Groupe cible

Anyone who is involved in building credit risk models, or is responsible for monitoring the behavior and performance of credit risk models.

Connaissances préalables

Expert level: Before attending this course, you should have business expertise in credit risk and a basic understanding of descriptive statistics. Previous SAS software and SAS Enterprise Miner experience is helpful but not necessary.

Programme

Content

Introduction to Credit Scoring

Review of Basel I, Basel II, and Basel III

Sampling and Data Preprocessing

Developing PD Models

Developing LGD and EAD Models

Validation, Backtesting, and Stress Testing

Low Default Portfolios (LDPs)

Stress Testing for PD, LGD, and EAD Models

Practical aspects

The E-learning course consists of about 20 hours of videos. After registration, you can watch the videos as many times as you like during 6 months. You only need a laptop, iPad, etc. with a web browser. No SAS software is needed. The course includes interactive quizzes to facilitate the learning. Upon completion, a certificate will be provided.

Practical aspects

Extra information: This training will be given in English!

You can follow this training through e-learning in English. You will access the online learning platform as soon as we receive your subscription payment.

Méthodologie

Form: E-learning

Teaching Material: Online training platform

The E-learning course consists of about 20 hours of videos. After registration, you can watch the videos as many times as you like during 6 months. You only need a laptop, iPad, etc. with a web browser. No SAS software is needed. The course includes interactive quizzes to facilitate the learning. Upon completion, a certificate will be provided.