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
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 |
|
Anytime |
Online, self-paced |
|
Anytime |
Online, self-paced |
In-house events are available throughout the year.