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Platinum Package = Gold Package + Live Masterclasses & Python Modelling | |
Live Masterclasses 1 | |
Integrated Credit Risk (15 hours) | |
01 | Application Scorecard and accept/reject decision |
02 | Credit Scorecards using WOE binning and rating assignment based on Master Rating Scale |
03 | Understanding of RWA and Capital calculation under Internal Rating Based approach |
04 | Computation of PD using Vasicek formula |
05 | Computation of LGD using Chain Ladder Method |
06 | Computation of Point in time PD and Point in time LGD using Z score and Jacob Frye |
07 | Computation of 1 year and lifetime expected credit losses |
08 | Computation of Stressed Losses under ICAAP |
09 | Loan Pricing using RAROC concepts |
Live Masterclass 2 | |
Expected Credit Loss under IFRS 9 and stress testing (15 hours) | |
01 | Snapshot & Performance Window creation |
02 | Preparing Macro Economic Variables |
03 | Building TTC Logistic Regression Model |
04 | Building PIT Logistic Regression Model |
05 | Validating Discriminatory Power for each Snapshot |
06 | Performing Backtesting/Bias/Error analysis over different performance periods. |
07 | Building Stress testing model and Validating the results |
07 | Benchmarking model results with Z score and other calibration techniques |
Live Masterclass 3 | |
Credit Abhyaas (15 hours) | |
01 | Validating Scorecards |
02 | Validating IRB PD/IRB LGD/IRB EAD models |
03 | Valifating Staging and SICR criteria |
04 | Validating ECL models |
05 | Validating Stress Testing models |
06 | Validating Low default portfolios |
07 | Qualitative validation |
08 | SR 11-7 principles |
02 | 12 months PD calculation vs lifetime PD calculation |
03 | Understanding Concepts of Staging – Stage 1| Stage 2 | Stage 3 |
Python Modelling hand-on (50 hours) | |
01 | Data Preparation techniques |
02 | Linear Regression |
03 | Time Series |
04 | Logistic Regression |
05 | General linear models |
06 | Behavioural Scorecard PD |
07 | LGD Models |
08 | EAD Models |
09 | Validation of PD model |
10 | Validation of LGD and EAD models |
11 | Building IFRS 9 ECL model |
12 | Building Stress Testing Models |
13 | Building IFRS 9 models for Wholesale using Transition Matrices |
14 | Building Application Scorecard |
No content
No content
Platinum Package = Gold Package + Live Masterclasses & Python Modelling | |
Live Masterclasses 1 | |
Integrated Credit Risk (15 hours) | |
01 | Application Scorecard and accept/reject decision |
02 | Credit Scorecards using WOE binning and rating assignment based on Master Rating Scale |
03 | Understanding of RWA and Capital calculation under Internal Rating Based approach |
04 | Computation of PD using Vasicek formula |
05 | Computation of LGD using Chain Ladder Method |
06 | Computation of Point in time PD and Point in time LGD using Z score and Jacob Frye |
07 | Computation of 1 year and lifetime expected credit losses |
08 | Computation of Stressed Losses under ICAAP |
09 | Loan Pricing using RAROC concepts |
Live Masterclass 2 | |
Expected Credit Loss under IFRS 9 and stress testing (15 hours) | |
01 | Snapshot & Performance Window creation |
02 | Preparing Macro Economic Variables |
03 | Building TTC Logistic Regression Model |
04 | Building PIT Logistic Regression Model |
05 | Validating Discriminatory Power for each Snapshot |
06 | Performing Backtesting/Bias/Error analysis over different performance periods. |
07 | Building Stress testing model and Validating the results |
07 | Benchmarking model results with Z score and other calibration techniques |
Live Masterclass 3 | |
Credit Abhyaas (15 hours) | |
01 | Validating Scorecards |
02 | Validating IRB PD/IRB LGD/IRB EAD models |
03 | Valifating Staging and SICR criteria |
04 | Validating ECL models |
05 | Validating Stress Testing models |
06 | Validating Low default portfolios |
07 | Qualitative validation |
08 | SR 11-7 principles |
02 | 12 months PD calculation vs lifetime PD calculation |
03 | Understanding Concepts of Staging – Stage 1| Stage 2 | Stage 3 |
Python Modelling hand-on (50 hours) | |
01 | Data Preparation techniques |
02 | Linear Regression |
03 | Time Series |
04 | Logistic Regression |
05 | General linear models |
06 | Behavioural Scorecard PD |
07 | LGD Models |
08 | EAD Models |
09 | Validation of PD model |
10 | Validation of LGD and EAD models |
11 | Building IFRS 9 ECL model |
12 | Building Stress Testing Models |
13 | Building IFRS 9 models for Wholesale using Transition Matrices |
14 | Building Application Scorecard |
No content