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.
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40 Hours of Learning
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0.7K+ Learners
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35,000 (incl. GST)
Skills You Will Learn
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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:
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Self-paced
Modules -
Case studies
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Assessments
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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.
