25th – 27th November 2019  |  Crimson Hotel, Philippines

The course will provide attendees a comprehensive knowledge of credit risk modelling. A hands-on approach is followed by providing both the theoretical and practical toolkit to use on a day-by-day basis. The opensource statistical software R paves the way for grasping all details required to create customized analysis.
Learning Objectives

  • Working-level knowledge of modelling and corresponding hands-on R software development.
  • Working knowledge of lifetime PD modelling based on generalised linear modelling (GLM)
    and survival analysis based on R implementation capability.
  • Knowledge of the key EAD modelling techniques for wholesale as well as retail products.
  • Knowledge of LGD structural modelling technique and understanding of regression
    modelling (e.g., Tobit regression).
  • Working-level-knowledge of staging allocation process and practical implementation.
  • Deep understanding of ECL computational mechanisms.
  • Deep grasp of ECL validation techniques.


    Contact Us


    +603 2721 4361




    3novex Asia

    Menara UOA Bangsar, A-17-10 No. 5, Jalan Bangsar Utama 1, 59000 Wilayah Persekutuan, Wilayah Persekutuan Kuala Lumpur
    Company Registration Number (1305569-P)