Investment Banker

Credit Risk Modelling using Excel & Python

Overview

Learn credit scoring, portfolio risk assessment, and Basel-compliant capital modelling using Excel & Python to effectively measure, validate, and manage credit risk exposure.

  • 4 Hours 40 Hours of Learning
  • Learners 0.7K+ Learners
  • GST Derivatives 35,000 (incl. GST)

What You Will Learn

Model PD, LGD, EAD Build credit scoring systems Apply IRB approaches Perform RWA calculations Conduct stress testing Validate risk models Analyse loan default data

Skills You Will Learn

Skills
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    Excel-based credit modelling

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    Python-based credit modelling

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    Regulatory capital computation

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    Portfolio credit risk assessment

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    Credit exposure modelling

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    Stress test design

Course Key Highlights

  • Model PD, LGD, EAD for credit risk assessment
  • Apply IRB approach under Basel II & III frameworks
  • Build and validate credit scoring and rating systems
  • Perform regulatory capital and RWA calculations
  • Conduct stress testing and loan default analysis
  • Assess portfolio risk and credit exposure in detail

Course Time

Includes:
  • Time

    Self-paced
    Modules

  • Time

    Case studies

  • Time

    Assessments

  • Time

    40 Hours of Learning

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FAQs

What tools are used in this course?

The course uses both Excel and Python for credit risk modelling.

Will I learn Basel regulatory requirements?

Yes, the course covers Basel II & III IRB approaches and compliance.

Are credit scoring and validation included?

Yes, credit scoring, rating, and model validation methods are part of the curriculum.

Does this course cover stress testing?

Yes, you will learn to design and execute stress testing for credit portfolios.

Will I work with PD, LGD, and EAD?

Yes, the course covers modelling of PD, LGD, and EAD in detail.

Infra

Build advanced credit risk models and perform accurate capital calculations using industry tools.

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