CREDIT RISK ANALYTICS

MEASUREMENT TECHNIQUES,
APPLICATIONS, and EXAMPLES

  CREDIT RISK ANALYTICS
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Comments by recent participants:

"I found the Credit Risk Analytics course run by Dr Harry Scheule highly informative, practical, and interesting.  The course is structured to suit participants with little prior experience in credit risk modelling while accommodating needs of professionals who want to expand their understanding in the application of credit risk models.  All example models in the course are run by using real-life mortgage and corporate loan data to be relevant.  As an added bonus, participants are provided with Python, SAS and R codes for a range of credit risk models that can be used, with some tweaks as necessary, for estimating probabilities of default and loss given default, stress testing, and IFRS 9 provisioning after completing the course."
 
Specialist, Australian Prudential Regulation Authority  
 
 
"I attended this workshop in Sydney in March. It is now coming to other locations!  It is extremely useful if you are modeling PD-LGD-EAD for stress-testing, Basel II/Basel III/CCAR/CECL/IFRS9 with a lot of hands-on examples in Python, SAS and R. It is bound to be of benefit to you whether you are a beginner or a seasoned credit risk modeler."
 
Owner, Phoenix Computing Solutions


The next training events are:

Date
Format
Topic (click for registration)
18 - 21 September 2023 
Zoom
Machine Learning for LGDs in Economic Shocks 
Anytime
Online, self-paced
Deep Credit Risk - Machine Learning in Python and R

Anytime
Online, self-paced
Credit Risk Analytics 
In-house events are available throughout the year.
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  • HOME
  • TABLE OF CONTENT
  • DATASETS
  • TRAINING
    • ONLINE
    • ZOOM MASTERCLASS
    • IN HOUSE
  • AUTHORS
  • PAPERS
  • UPDATES
  • CONTACT