BOOTCAMP Credit Risk Modelling Platinum
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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 |
ABOUT THE TRAINER
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Ans. 1. Anyone with finance background like having studied some level of CFA FRM or actuaries can join this program.
Ans.2. Maths Primers and Python Primers have been included in the program, so no previous experience is expected.
Ans 3. This course is quite long & comprehensive only because we have covered the entire curriculum in 3 parts – theory discussion, visualisations in excel, practical implementation through hands-on session in excel & python
Ans.4. To get certificates you need to complete all topic wise assignments, master project and pass the Final exam.
Ans.5. You can take either 1 year access or lifetime access. Please note that lifetime access is chargeable extra
Ans.6 With this website we have integrated a customized P2T player that will allow you to play encrypted classes. There are no limitations on the number of views. Also the software is compatible with Windows, Mac, Android or iPhone
Ans.7. To interact with the trainer we have a dedicated forum ‘D-forum’. Any questions asked on D-forum are expected to be replied within 24 hours by trainers and team of moderators & experts.
Ans. 8. Presently we are conducting exams in Aug mid and Jan mid. You can choose any of the cohort. In case you are not able to pass the exam in one go, you can re-book at a nominal charge
Ans.9. Every class is supported by One note files, Excel sheets & Python notebooks, Assignments and Quizzes, all these are available in the course section only.
Ans. 10. You get Letter of Recommendation physically delivered to you within 60 days of passing the exam. LOR’s also mention the chosen specialisation with the project details.
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
Ans. 1. Anyone with finance background like having studied some level of CFA FRM or actuaries can join this program.
Ans.2. Maths Primers and Python Primers have been included in the program, so no previous experience is expected.
Ans 3. This course is quite long & comprehensive only because we have covered the entire curriculum in 3 parts – theory discussion, visualisations in excel, practical implementation through hands-on session in excel & python
Ans.4. To get certificates you need to complete all topic wise assignments, master project and pass the Final exam.
Ans.5. You can take either 1 year access or lifetime access. Please note that lifetime access is chargeable extra
Ans.6 With this website we have integrated a customized P2T player that will allow you to play encrypted classes. There are no limitations on the number of views. Also the software is compatible with Windows, Mac, Android or iPhone
Ans.7. To interact with the trainer we have a dedicated forum ‘D-forum’. Any questions asked on D-forum are expected to be replied within 24 hours by trainers and team of moderators & experts.
Ans. 8. Presently we are conducting exams in Aug mid and Jan mid. You can choose any of the cohort. In case you are not able to pass the exam in one go, you can re-book at a nominal charge
Ans.9. Every class is supported by One note files, Excel sheets & Python notebooks, Assignments and Quizzes, all these are available in the course section only.
Ans. 10. You get Letter of Recommendation physically delivered to you within 60 days of passing the exam. LOR’s also mention the chosen specialisation with the project details.
