Credit Risk Analytics Study Pack
Credit Risk Study Pack:
This study pack has been created for students & professionals that are interested to lean how quantitative techniques are being used in Banking & Financial service industry to measure Credit risk. You will learn how banks measure credit worthiness of customers through application scorecard models for granting loans; how they compute expected loss by building Probability of Default (PD), Loss Given Default (LGD) & Exposure at Default (EAD) models; how delinquency numbers are predicted which helps banks to monitor portfolios and how they validate these models for correctness using Model Validation (MV) techniques. The study pack covers the following topics:
- Application Credit Scorecard Development
- Probability of Default Model Development
- Loss Given Default Model Development
- Exposure at Default Model Development
- Predicting Delinquency Count Model Development
- Model Validation
Each topic covers both theory & real world applications using case studies. For example, in the Application Scorecard Development, you will learn what are application scorecards & how are they different from behavioral scorecards; end to end building application scorecards for a credit card portfolio covering different steps such as project planning, data quality checks, defining default, defining development/performance windows, single factor analysis, multi factor analysis, variable binning(WOE), measuring variable strengths using Information Values(IVs), model selection, model validation & transforming into credit scores.
You will get 16 hours of recorded videos, 6 data sets & over 1000s of lines of code to learn on your own. You may also connect with us for doubt clearance, getting mentoring services & interview preparation.
To get access to this study pack, write us at firstname.lastname@example.org
The content would be shared from our google drive. One would get life time access to the content.
Working professionals: Risk Managers, Business Analysts, Software Developers, Bank managers, Investment professionals, Fintech professionals, Research Associates
Students: MBAs & graduates & post graduates from Statistics, Economics, Mathematics, Finance, Computer Science, Engineering etc.
Pre-Requisites: Basic understanding of Statistics & Programming. Those who are not familiar with Statistics & Programming would be given Introductory study packs that would give a solid foundation of statistical modelling techniques & programming.
Hiring Companies : Banks (HSBC, JPMC, CITI, Barclays, Northern Trust, ING, Credit Suisse etc.), Consulting firms (EY, KPMG, PWC, Delloite), IT companies (Accenture, IBM, Infosys, TCS), Fintech companies (PayTM, AllyPay etc.)
To get access to this study pack, write us at email@example.com, whatsapp us on +91 8007400448 or call us on +44 7424570775.