Course Description: Credit Risk Analysis is a vital discipline in the financial industry, essential for making informed lending and investment decisions. This course provides participants with a comprehensive understanding of the methods and tools used to evaluate the creditworthiness of individuals, businesses, and financial products. Topics covered include:
- Introduction to Credit Risk: Understanding the importance of credit risk, its impact on financial institutions, and regulatory requirements.
- Credit Scoring Models: Exploring statistical and machine learning models used to predict credit risk, such as logistic regression, decision trees, and neural networks.
- Data Collection and Preprocessing: Learning how to gather and clean data for credit risk analysis, including credit reports, financial statements, and economic indicators.
- Credit Risk Assessment: Evaluating borrower characteristics, financial ratios, and qualitative factors to determine creditworthiness.
- Default Probability Estimation: Calculating the probability of default (PD) using various…………………
