Credit Risk Modelling Masterclass

Gain insight into the management, challenges and developing areas of credit risk modelling

Over this four-day interactive, virtual course, participants will expand their knowledge on effective model risk governance, application of stress testing in credit portfolios and validation frameworks for credit risk modelling.

Expert led course will allow participants to develop their understanding on IFRS 9 modelling and how the pandemic has impacted credit risk modelling. Sessions will explore how to address the challenges that have emerged, changes in policies and mitigate the risks.

Key sessions will deep dive into the application of AI/ML to improve credit risk modelling accuracy and efficiency as well as how to integrate climate change into credit risk assessments. 

What will you learn?
  • Understand the general principles of forecasting models and model design

  • Approaches for building and maintaining a framework to validate credit risk portfolio models

  • Best practises for modelling macroeconomic drivers for IFRS 9

  • Understand the impact of policy updates in credit risk models and capital release

  • Develop effective strategies for managing model performance under stress

  • How to successfully include climate risk in your credit risk assessment 

Who should attend?

Relevant departments may include but are not limited to:

  • Credit risk

  • Risk modelling

  • Risk management

  • Model risk management

  • Climate risk

  • Machine learning 

  • Stress testing

Sessions include
  • Model risk management and governance for credit risk

  • Stress testing credit risk portfolios

  • Credit risk model validation 

  • Credit risk modelling post IFRS9

  • Covid-19 impact on credit risk modelling

  • Developments for credit risk modelling

  • Application of AI/ML in credit risk modelling 

  • Integrating climate risk and credit risk 

Pricing options

We offer flexible pricing options for this course:

  • Early bird rates - save up to $500

  • Group booking rate - save over $1500

  • Subscribe to receive Risk Training updates and avoid missing out on additional savings 

Live Virtual training courses


Our live virtual training courses have been designed to engage and inspire you. Much more than a webinar, our approach includes:

  • Technical content compressed into 60-minute interactive sessions and spread out over two, three or four days

  • Facilitated collaboration including Q&A, interactive polling and group workshops

  • Live interaction with subject matter experts – get your questions answered in real time

  • Receive comprehensive course materials and supporting content from to reinforce your learning

  • Stay connected with other learners and extend your network by joining our dedicated LinkedIn group for course participants

Not the course for you?

Risk Training offers a great selection of courses providing practical guidance on the latest trends, challenges and regulatory changes that span risk management, regulation and derivatives.

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Risk Training’s self-paced E-Learning platform offers Essentials of Operational Risk programme, plus more topics to come soon.