Credit Risk Analytics Training: Contents

Training Contents

  • Banks and Types Risks
  • Basel II and Regulatory Overview
  • PD, LGD and EAD Overview
  • Customer Life Cycle: Acquisition, Portfolio Management and Collection
    • Application Scorecard
    • Behaviour Scorecard
    • Collection and Strategy
  • Workshop: Credit Scorecard Development
    • Case Study: Mortgage Default
    • Business Context
    • Target Variable Definition
    • Exclusions
    • Independent Variables Creation
    • Weight of Evidence & Information Value
    • Reject Inferences
    • Model development
    • Scorecard Development & Scaling
    • Quiz
  • Case Study: Credit Line Assignment
  • Project work for candidates