Basel A-IRB Credit Risk Models: A Practical Guide in R
Develop and Validate Basel A-IRB Credit Risk Models Using R Programming
5.00 (2 reviews)
12
students
6 hours
content
Feb 2025
last update
$54.99
regular price
What you will learn
Fundamentals of Credit Risk Modeling: Understand key concepts like Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD)
Building Basel-Compliant Credit Risk Models: Learn to develop PD, LGD, and EAD models aligned with Basel IRB standard
Practical R Programming for Credit Risk
End-to-End Modeling Workflow
Design, implement, and validate credit risk models step by step
Learn techniques for model calibration, backtesting, and monitoring
Regulatory and Business Insights: Understand how regulators assess Basel IRB compliance
Work on real-life datasets to understand practical challenges in risk modeling
6292441
udemy ID
11/17/2024
course created date
2/16/2025
course indexed date
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