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Credit Risk Modeling Certificate ( Excel and Python )

Trainers: FRM, CFA, CQF Distinction, IIT, IIM Graduates, 15+ Years Industry Experience

CREDIT RISK MODELLINGEXCELPYTHONSCORECARDSBASELIFRS 9STRESS TESTINGSELF PACED LEARNINGLIVE WORKSHOPS
Certificate on successful completion of assignments and exams

Program Overview

Enhance your risk management prowess with our comprehensive training program on Scorecards, Basel, IFRS 9, and Stress testing. Gain a holistic understanding of these essential tools that drive effective credit risk assessment and compliance. Unleash the predictive power of Scorecards, equipping yourself with the expertise to evaluate creditworthiness and make data-driven decisions. Master Basel & IFRS 9, the revolutionary regulatory framework, and revolutionize your financial reporting practices while enhancing transparency. Discover the resilience of your institution through stress testing, uncovering vulnerabilities and proactively mitigating risks. By integrating these components seamlessly, you'll forge a robust risk management framework, positioning yourself as a leader in the ever-changing financial landscape. Enroll today and unlock the transformative potential of Scorecards, Basel, IFRS 9, and Stress testing.

Key Highlights

Self Paced Learning

Over 175 hours of content available for self-paced learning.

Advanced Modelling with Python

Includes advanced modelling using Python.

LIVE Workshops

Offers LIVE sessions for latest trends and Industry Insights.

Hands-on Excel

Extensive hands-on exercises and model building in Excel throughout the curriculum.

Comprehensive Curriculum

Covers Scorecards, Basel, IFRS 9, Stress Testing, Loss Modelling (PD, LGD, EAD), Cure Modelling, Wholesale Models, Low Default Portfolios, Model Validation, and Loan Pricing.

Placement Support

Placement Assistance starts after completion of 30-40% of the curriculum and includes CV Prep, Interview Guidance, Referral to tie ups with Financial Institutions.

Expert Trainers

Led by experienced trainers Karan Aggarwal and Satyapriya Ojha.

Deliverables

Includes Primers, Concept Lectures, Excel Models, Python Codes, Reading Material, One Note Files, Assignments, Quizzes, and a D Forum.

Who Should Explore This Program?

  • Aspiring Credit Risk Analysts, Managers, and Modellers
  • Finance professionals seeking to specialize in risk management
  • Data Analysts/Scientists interested in financial risk modelling applications
  • Banking professionals involved in lending, portfolio management, or regulatory compliance

Detailed Curriculum

  • Understanding Loan Lifecycle
  • Scorecards vs Basel vs IFRS9 vs CCAR models
  • Excel hands-on - Data Preparation for Model development
  • Application Scorecard vs Behavioural Scorecard
  • Understanding Bad definition
  • Excel hands-on - Roll Rate Analysis (to incorporate bad flag) on Fannie Mae Mortgage data
  • Understanding concepts of Snapshot, Observation Period & Performance Period
  • Excel hands-on - Seasoning analysis to identify Performance Window
  • Thinking beyond Statistics - Policy rules, Overrides, Reject Inferencing
  • Excel hands-on - Building Application Scorecards using Logistic Regression
  • Excel hands-on - Building Behavioural Scorecards using Logistic Regression
  • Excel hands-on - Modelling Losses through Vintage analysis
  • Excel hands-on - Modelling Losses using Flow Rate Approach
  • Excel hands-on-Calculating PD using Logistic Regression
  • Calculating PD using ML Techniques
  • PD segmentation using Decision trees
  • Calculating workout LGD (Excel)
  • Computing LGD using Decision Trees
  • Tobit & Beta Regression for LGD Modelling (Excel)
  • Fractional Logistic Regression for LGD Modelling (Excel)
  • Incomplete workout approach (Excel)
  • Modelling EAD using CCF (Excel)
  • CCF calculation using Fixed & Variable Horizon, Cohort approach (Excel)
  • CCF Regression (Excel)
  • Instant Cure vs Probationary Cure (Model design)
  • Loss given Cure modelling
  • RWA & Capital Adequacy Ratio calculations (Excel)
  • Using Vasicek formula to convert TTC PD to Worst Case PD
  • Calculating Capital as per Basel IRB Approach (Excel)
  • TTC PD in Basel vs PIT PD in IFRS
  • 12 months PD calculation vs lifetime PD calculation
  • Understanding Concepts of Staging - Stage 1 | Stage 2 | Stage 3
  • Understanding Conditional PD Vs Unconditional PD
  • Excel hands-on - Converting TTC PD to PIT PD using Z score
  • Excel hands-on - Converting TTC PD to PIT PD using Log Odds shift
  • Excel hands-on - Converting TTC PD to PIT PD using Scalar approach
  • Calibration & Smoothening techniques (Excel)
  • PIT forward looking term structure of LGD as a function of Collateral value (Excel)
  • PIT forward looking term structure of LGD using Regression (Excel)
  • Calculating PIT LGD using Jacob Frye model (Excel)
  • CCF Term structure using Regression (Excel)
  • Discrete Time Hazard Models (Excel)
  • Snapshot/Open Pool Method
  • WARM Model (Excel)
  • Vintage analysis (Excel)
  • Survival analysis (Excel)
  • Lee Carter Model (Excel)
  • Age Period Cohort Analysis (Excel)
  • Validating APC - Alternating Vintage Diagrams, Moran's D (Excel)
  • Bayesian APC (Excel)
  • Quantifying Adverse Selection by Vintage (Excel)
  • Adverse Selection through Fixed and Random effects (Excel)
  • Understanding Transition Matrices
  • Building Transition Matrix using Cohort Approach (Excel)
  • Building Transition Matrix using Duration Approach (Excel)
  • Converting TTC Transition Matrix to PIT Transition matrix (Excel)
  • Validating Transition Matrices (Excel)
  • Bayesian approach to handle LDP (Excel)
  • Pluto Tasche Approach (Excel)
  • Van Der Burgt Method (Excel)
  • QMM Method (Excel)
  • Top Down vs Bottom Up stress Testing (Excel)
  • ICAAP
  • Understandings CCAR vs DFAST requirements
  • PPNR Modelling
  • Excel hands-on - Modelling ARIMA & ARIMAX
  • Excel hands-on - Building CCAR & PPNR model using multiple regression & time series models
  • Excel hands on Perform 9 quarter In Sample & Out of Sample Backtesting
  • Backtesting & Benchmarking
  • Evaluating Discriminatory Power Of Model (Excel)
  • Evaluating Accuracy of Model and Calibration (Excel)
  • Performing Stability analysis (Excel)
  • Margin of Conservatism (Excel)
  • Validating Wholesale Models (Excel)
  • Validating Stress Testing Models (Excel)
  • Optimizing Yields using Solver (Excel)
  • RAROC based pricing (Excel)
  • Merton & KMV Models (Excel)
  • Credit Plus Models (Excel)
  • Credit Portfolio View (Excel)
  • Credit Metrics Model (Excel)
  • Bayesian Regression Models (Excel)
  • Kalman Regression Models (Excel)
  • Generalized Additive Models (Excel)

What You'll Get

Comprehensive resources and materials included in your program

Primers

Foundational materials to get you started

Concept Lectures

Comprehensive video lectures covering all topics

Excel Models

Ready-to-use spreadsheet models for practical application

Python Codes

Complete Python implementations for all concepts

One Note Files

Organized notes and documentation

Reading Material

Curated reading resources for deeper understanding

Assignments

Practical exercises to reinforce learning

Quizzes

Regular assessments to test your knowledge

D Forum

Discussion forum for peer learning and support

Interested? Let's Talk!

Fill this form to receive the brochure.

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Your Learning Journey

Experience intensive workshops followed by comprehensive self-paced learning

3-Day Integrated Credit Risk Workshop

Master Scorecards, Basel, IFRS 9 ECL, Stress Testing & Loan Pricing through hands-on Excel exercises

3-Day Credit Loss Modelling Workshop

Deep dive into SICR, PIT PD/LGD/EAD, Account vs Segment Level models for secured/unsecured portfolios

Self-Paced Deep Learning (175+ Hours)

Comprehensive curriculum covering all modules from basics to advanced techniques with Excel hands-on

Weekend Live & Advanced Python Sessions

Regular doubt clearing sessions and advanced modelling using Python for real-world applications

Meet Your Mentors

Karan Aggarwal

Karan Aggarwal

Mentor, Risk Management Upskilling Award Winner

Karan Aggarwal is one of India’s leading trainers in Financial Modelling, Risk Modelling, Data Analytics, Actuarial Science. He has spearheaded several solution accelerators and spreadsheet-based prototypes in Risk and Analytics space. Karan has also authored a number of papers on Basel Modelling, IFRS 9 Modelling, Stress Testing & Machine Learning. He is widely regarded for his problem solving, thought leadership and intrapreneurship skills. His analytical mindset, solid fundamentals & the thirst to keep learning set him apart as a true authority in this field. Karan has also been awarded the Young Indian Entrepreneur Award by the Confederation Of Indian Industries in the year 2017.

The future of risk management lies in the intelligent application of data.
Satyapriya Ojha

Satyapriya Ojha

FRM, CQF (Distinction), IIT Kharagpur, Market Risk Upskilling Expert

Satyapriya Ojha is a highly skilled Capital Markets and Risk professional with 12+ years of experience in Regulatory Capital, Valuation and Analytics. He is an IIT & IIM graduate and holds FRM charter (top quartile in all subjects of part I & part II) and a distinction from CQF institute. He is an expert in quantitative models used in valuation and risk management. He has worked as a consultant in several regulatory projects for some of the top banks in the US in BASEL III and FRTB space. Currently, he serves as a product owner for a top wealth management firm engaged in quantitative portfolio management for institutional clients.

The future of risk management lies in the intelligent application of data.
Ripul Dutt

Ripul Dutt

Founder & CEO, IIT, Tulane, USA

Ripul is the Founder of Risk Inn and has an academic background from the Indian Institute of Technology (IIT) Roorkee and Tulane University, USA, with over 150 research citations. He has extensive experience in management, business, research, and consulting, with a career spanning India, the USA, and Europe.He has extensive experience in management, business, research, and consulting, with a career spanning India, the USA, and Europe.He is passionate about teamwork and empowering individuals to maximize their talents, drive growth, and foster innovation at Risk Inn.

The future of risk management lies in the intelligent application of data.
Success Stories

What Our Students Say

Real success stories from professionals who transformed their careers through our program

ADITYA BHAT

ADITYA BHAT

100% Salary Hike

Hey everyone! I'm incredibly excited to share some fantastic news with all of you. I've just received an offer for a Model Monitoring role at Standard Chartered, and the salary package is almost a 100% hike from my current position at HSBC! The transformation I've undergone in the last 7 months since joining the CRM is truly remarkable. I'm now so much more confident in my knowledge and skills, all thanks to the Peaks2tails team and Karan Sir for simplifying the complexity in the field of modeling. Believe it or not, I feel like I cleared the interview based on the most basic concepts taught in the course. It's like I only needed to understand the first 1 or 2 classes of each module to land this incredible opportunity! • If any of you are curious about my interview experiences after being part of the P2T CRM community, please don't hesitate to reach out. I'd be more than happy to share my insights and help you all grow in your careers as well.

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