Online course: Credit Risk Modeling
The course covers basic and advanced modeling, including stress testing Probability of Default (PD), Loss Given Default (LGD ) and Exposure At Default (EAD) models.
The E-learning course covers both the basic as well some more advanced ways of modeling, validating and stress testing Probability of Default (PD), Loss Given Default (LGD ) and Exposure At Default (EAD) models.
Throughout the course, we extensively refer to our industry and research experience. Various business examples and small case studies in both retail and corporate credit are also included for further clarification.
The E-learning course consists of more than 20 hours of movies, each 5 minutes on average. Quizzes are included to facilitate the understanding of the material. Upon registration, you will get an access code which gives you unlimited access to all course material (movies, quizzes, scripts, ...) during 1 year.
The course focusses on the concepts and modeling methodologies and not on the SAS software. To access the course material, you only need a laptop, iPad, iPhone with a web browser. No SAS software is needed.
The course is taught by Prof. Bart Baesens, a leading researcher on data mining and its applications.
See here for more details and to register.
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Published on October 7, 2015 by