Training

In this course, students learn how to develop credit risk models in the context of the Basel guidelines. You will learn how to; develop probability of default (PD), loss given default (LGD), and exposure at default (EAD) models, validate, backtest, and benchmark credit risk models, stress test credit risk models, develop credit risk models for low default portfolios, use new and advanced techniques for improved credit risk modeling.

This course helps clarify how to successfully adopt recently proposed state-of-the art analytical and data science techniques for advanced customer intelligence applications. You will learn how to; apply a series of powerful, recently developed, cutting-edge analytical and data science techniques, ensure the practical application of these techniques to optimize strategic business processes and decision making, explore a futuristic vision of how emerging data science techniques might change your key business processes, deploy, monitor, and optimally backtest analytical models.