ULTIMATE Credit Risk Masterclass | Complete Financial Risk Course | PD, LGD, EAD, IFRS 9, Basel & ML | 0 to Hero | Target 2027-2028 Jobs CRACKED!

Master Credit Risk from Scratch to Advanced Level with this complete **Credit Risk Masterclass** by Rajat Kumar.

This playlist is designed for **Data Analysts, Credit Risk Analysts, Risk Management professionals, MBA/FRM aspirants, freshers, and anyone preparing for banking and credit risk interviews**.

You will learn Credit Risk concepts step-by-step — from the fundamentals of lending and credit assessment to **PD, LGD, EAD, Expected Loss, Scorecards, IFRS 9, Basel, Model Development, Validation, Model Risk Management and Machine Learning**.

📚 **WHAT YOU WILL LEARN**

🔹 **Module 1 – Foundations of Financial Risk**
• Risk & Uncertainty
• Probability & Risk
• Risk vs Return
• Credit Risk
• Market Risk
• Operational Risk

🔹 **Module 2 – Consumer Credit & Assessment**
• 5 C's of Credit
• Retail vs Corporate Lending
• Credit Bureau Data
• Credit Scores & FICO
• Underwriting & Loan Approval
• Credit Assessment

🔹 **Module 3 – Corporate Credit Analysis**
• Financial Statements
• Liquidity & Leverage Analysis
• Debt Servicing Capacity
• Working Capital
• Financial Ratios
• Credit Risk Mitigation

🔹 **Module 4 – PD, LGD, EAD & Expected Loss**
• Default & Delinquency
• DPD & NPA
• Probability of Default (PD)
• Loss Given Default (LGD)
• Exposure at Default (EAD)
• Credit Conversion Factor (CCF)
• Recovery
• Expected Loss = PD × LGD × EAD

🔹 **Module 5 – Credit Risk Analytics & Scorecards**
• Application Data
• Bureau Data
• Behavioural Data
• Financial Data
• Transactional Data
• Target Definition
• Vintage Analysis
• WOE & IV
• Logistic Regression
• Credit Scorecards
• KS, Gini, AUC, ROC
• Lift & Gains

🔹 **Module 6 – IFRS 9 & Expected Credit Loss**
• IFRS 9 Overview
• Stage 1, Stage 2 & Stage 3
• 12-Month ECL
• Lifetime ECL
• Significant Increase in Credit Risk (SICR)
• Forward-Looking Information
• Economic Scenarios
• Discounting

🔹 **Module 7 – Basel & Regulatory Capital**
• Basel I, II & III
• Standardized Approach
• IRB Approach
• Risk Weighted Assets (RWA)
• CET1, Tier 1 & Tier 2 Capital
• Capital Ratios
• Leverage Ratio

🔹 **Module 8 – Credit Risk Model Development**
• Model Development Lifecycle
• Data Preparation
• Sampling
• Variable Selection
• Logistic Regression
• Model Calibration
• Implementation

🔹 **Module 9 – Model Validation & Monitoring**
• Discrimination & Calibration
• Model Validation
• Backtesting
• PSI & CSI
• Benchmarking
• Challenger Models
• Model Monitoring

🔹 **Module 10 – Model Risk Management**
• Model Risk
• Model Governance
• Model Lifecycle
• Model Inventory & Tiering
• Validation Findings
• Model Limitations
• Overrides
• Remediation

🔹 **Module 11 – Advanced Credit Risk & Machine Learning**
• Decision Trees
• Random Forest
• XGBoost
• Machine Learning for Credit Risk
• Explainable AI
• SHAP
• Traditional Scorecards vs ML

🔹 **Module 12 – Credit Risk Masterclass Case Studies**
• 2008 Financial Crisis
• Subprime Lending
• Mortgage & Securitization
• Lehman Brothers
• Counterparty Risk
• Systemic & Contagion Risk
• Basel III
• IFRS 9
• Stress Testing
• Credit Risk Governance

🎯 **WHO SHOULD WATCH?**

✔ Credit Risk Professionals
✔ Data Analysts & Data Scientists
✔ MBA & FRM Aspirants
✔ Freshers entering Banking/Risk Analytics
✔ Professionals preparing for Credit Risk interviews
✔ Anyone learning PD, LGD, EAD, ECL & Scorecard Modeling

The goal of this playlist is to take you from **Credit Risk fundamentals → Credit Assessment → Risk Modeling → Scorecards → IFRS 9 → Basel → Model Validation → Machine Learning → Real-World Case Studies**.

📌 **Connect with Rajat**

Topmate: https://topmate.io/rajat_kumar103/
Instagram: https://www.instagram.com/analyticswithrajat/
YouTube: https://www.youtube.com/@AnalyticswithRajat

Subscribe to **Analytics with Rajat** for practical content on **Credit Risk, Data Analytics, Python, SAS, SQL, Machine Learning, Banking and Risk Management**.

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