Build real, job-ready expertise in Credit Risk Modelling with a comprehensive program designed to teach how models are actually built and used in banking, NBFCs, and financial institutions.

This course focuses on the three core pillars of risk analytics—Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD)—which together form the foundation for estimating expected loss and making lending decisions

Unlike theory-heavy courses, this program is structured around practical implementation, real models, and hands-on learning through live sessions and projects.

Curriculum – 30 Live Modules

You will learn the following 30 credit risk models through live classes:

1. Model 1 - ASRF
2. Model 2 – Vasicek vs Log Odds Regression
3. Model 3 - Signature Curve
4. Model 4 - Gamma Curve Fitting
5. Model 5 - Flow rate analysis
6. Model 6 - Transition Matrix
7. Model 7 - Age Period cohort
8. Model 8 - Roll rate analysis
9. Model 9 - Multinomial Regression
10. Model 10 - Kaplan Meir
11. Model 11 - Cox regression
12. Model 12 - Accelerated Failure Times
13. Model 13 - Merton Model
14. Model 14 - Reduced Form Models
15. Model 15 – Generative additive models (GAM)
16. Model 16 – XG Boost
17. Model 17 – Pluto Tasche Model
18. Model 18 – Bayesian Learning
19. Model 19 – LGD Chain Ladders
20. Model 20 – Component LGD
21. Model 21 – Jacob Frye Model
22. Model 22 – LGD Regression Models
23. Model 23 – EAD Amortisation Schedule
24. Model 23 – Prepayment Model
25. Model 24 – CCF Average
26. Model 25 – CCF Regression
27. Model 26 – Credit Metrics with Simulation and Copula
28. Model 27 – Climate Risk in Credit Risk
29. Model 28 – Wholesale Scorecards including Country Risk
30. Model 29 – MRS and Segmentation
31. Model 30 – Calibration

200+ Hours of Recorded Learning Included

Along with live training, you also get:

https://ulurn.in/course/credit-risk-modelling

• 200+ hours of structured video content
• Learn anytime, revise anytime
• Build strong conceptual depth

Hands-On Learning

• 30+ real-world credit risk projects
• Practical model-building approach
• Application in:
  • Lending decisions
  • Risk assessment
  • Pricing & portfolio analysis

Credit risk models are widely used in underwriting, pricing, and capital allocation, making them critical skills in modern finance

Program Details

• Start Date: 16th May 2026
• Duration: 30 Weeks (~6 Months)
• Live Classes: 2 Hours per Week
• Mode: Live + Self-paced
• Projects: 30
• Recorded Content: 200+ Hours Included

Who Can Join

• Students (Finance, Economics, Engineering, Statistics)
• Aspiring Credit Risk / Data Analysts
• Professionals in Banking, NBFCs, Fintech, Analytics
• Anyone looking for practical, job-ready skills