Credit Risk Modelling

MODULE 1 - DATA PREPARATION

• 1.1 Data Preparation - MENTOS

MODULE 2 - REGULATORY MODELS

• 2.1 Building Blocks of Basel
• 2.2 Building Blocks of IFRS 9
• 2.3 Stress Testing
• 2.4 Wholesale Models
• 2.5 Low Default Portfolios
• 2.6 Aggregate Models
• 2.7 Actuarial Models
• 2.8 Economic Capital

MODULE 3 - ECONOMETRICS (OPTIONAL)

• 3.1 Linear Regression
• 3.2 Advanced Time Series
• 3.3 Estimators
• 3.4 Simulations

MODULE 4 - SCORECARDS & MODEL VALIDATION

• 4.1 BCBS wp14
• 4.2 Retail Scorecards

MODULE 5 - MACHINE LEARNING

• 5.1 Supervised Learning
• 5.2 Unsupervised Learning
• 5.3 Reinforecement Learning

MODULE 6 - MODEL RISK

• 6.1 SR 11-07

MODULE 7 - PYTHON MODELLING

• 7.1 Python Basics
• 7.2. Stats using Python

MODULE 8 - ARCHIVED VIDEOS