Credit Risk Modeling for Basel and IFRS 9 using R/Python (E-learning)

🌍 English

In this course, students learn how to develop credit risk models in the context of the Basel and IFRS 9 guidelines. The course extensively reviews the 3 key credit risk parameters: Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD). Modeling methods, performance measurement and benchmarks are discussed into great detail. 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 examples. Throughout the course, the instructors also extenisvely report upon their research and industry experience. The course features more than 6 hours of video lectures, more than 100 multiple choice questions, various LinkedIn polls with industry perspectives and references to background literature. A certificate is provided upon successfull completion.