Credit risk topic
Core concepts, lending lifecycle, ratings, and portfolio risk.
Work through a synthetic credit portfolio stress test: build a coherent adverse scenario, calculate segment losses, explain the drivers, and monitor key assumptions. Distinguishes internal stress sensitivities from IFRS 9 ECL and regulatory capital.
A worked guide to delinquency transition matrices, forward roll rates, one-snapshot and sustained cures, account versus balance weighting, and multi-period projections—with clear denominators and synthetic examples.
A practical, synthetic-data guide to measuring borrower, sector, geographic, and common-factor concentration with exposure shares, HHI, connected-group aggregation, and stress testing.
Separate likelihood of default, loss severity, exposure, and portfolio impact.
Choose a consistent entity grain before building labels or aggregating exposures.
Connect origination decisions with account management, collections, and portfolio limits.
Calculate the loss average, quantify dispersion, and see why equal expected losses can hide different outcomes.