Credit Risk Modeling Training Course

Introduction

Empower financial professionals to develop and validate robust credit risk models with our comprehensive Credit Risk Modeling Training Course. This program equips you with the essential knowledge and skills to understand the principles of credit risk modeling, apply statistical techniques, and build predictive models for assessing creditworthiness and quantifying potential losses. Mastering credit risk modeling is increasingly vital for institutions seeking to make informed lending decisions, manage portfolio risk effectively, and comply with regulatory requirements. Our credit risk model development training course offers in-depth guidance and practical applications for building and validating credit risk models.

This Credit Risk Modeling training course delves into key areas such as the fundamentals of credit risk, statistical modeling techniques, data preprocessing, model development, model validation, and stress testing. You will gain expertise in applying various modeling approaches, including logistic regression, survival analysis, and machine learning, to assess credit risk and predict default probabilities. Whether you are a risk analyst, data scientist, or credit risk manager, this Credit Risk Modeling course will provide you with the tools and knowledge to develop and implement effective credit risk models.

Target Audience:

• Risk Analysts
• Data Scientists
• Credit Risk Managers
• Quantitative Analysts
• Financial Analysts
• регуляторы
• банковские специалисты

Course Objectives:

• Understand the fundamentals of credit risk.
• Apply statistical modeling techniques to credit data.
• Perform data preprocessing for credit risk models.
• Develop predictive models for credit risk assessment.
• Master model validation
• Utilize stress testing for model evaluation.
• Implement credit risk models in practice.
• Evaluate model performance and ensure regulatory compliance.

Duration

5 Days

Course content

Module 1: Fundamentals of Credit Risk

• Understanding the fundamentals of credit risk.
• Exploring the nature of credit risk and its components.
• Understanding different types of credit risk.
• Identifying the factors that influence credit risk.
• Understanding the importance of credit risk management.

Module 2: Statistical Modeling Techniques

• Applying statistical modeling techniques to credit data.
• Understanding regression analysis.
• Exploring logistic regression for default prediction.
• Utilizing survival analysis for credit risk modeling.
• Applying time series analysis for credit risk.

Module 3: Data Preprocessing

• Performing data preprocessing for credit risk models.
• Gathering and preparing credit data.
• Cleaning and transforming data.
• Handling missing values and outliers.
• Ensuring data quality and integrity.

Module 4: Model Development

• Developing predictive models for credit risk assessment.
• Understanding the model development process.
• Selecting appropriate modeling techniques.
• Training and testing models.
• Calibrating and validating models.

Module 5: Model Validation

• Mastering model validation
• Understanding the importance of model validation.
• Evaluating model performance.
• Performing backtesting and benchmarking.
• Ensuring model accuracy and reliability.

Module 6: Stress Testing

• Utilizing stress testing for model evaluation.
• Understanding the role of stress testing in credit risk.
• Developing stress scenarios.
• Analyzing the impact of stress on model performance.
• Incorporating stress testing into model validation.

Training Approach

This course will be delivered by our skilled trainers who have vast knowledge and experience as expert professionals in the fields. The course is taught in English and through a mix of theory, practical activities, group discussion and case studies. Course manuals and additional training materials will be provided to the participants upon completion of the training.

Tailor-Made Course

This course can also be tailor-made to meet organization requirement. For further inquiries, please contact us on: Email: info@skillsforafrica.org, training@skillsforafrica.org  Tel: +254 702 249 449

Training Venue

The training will be held at our Skills for Africa Training Institute Training Centre. We also offer training for a group at requested location all over the world. The course fee covers the course tuition, training materials, two break refreshments, and buffet lunch.

Visa application, travel expenses, airport transfers, dinners, accommodation, insurance, and other personal expenses are catered by the participant

Certification

Participants will be issued with Skills for Africa Training Institute certificate upon completion of this course.

Airport Pickup and Accommodation

Airport pickup and accommodation is arranged upon request. For booking contact our Training Coordinator through Email: info@skillsforafrica.org, training@skillsforafrica.org  Tel: +254 702 249 449

Terms of Payment: Unless otherwise agreed between the two parties’ payment of the course fee should be done 7 working days before commencement of the training.