Credit Risk Modeling using R Programming

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Subhashish Ray

4:15:49

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1 - Introduction

1 - Introduction.mp4

03:03

2 - Credit Risk Scorecard Development

2 - Data.xlsx

2 - DataDictionary.xlsx

2 - Dataset Variables.mp4

09:52

3 - Data for Building Model.mp4

05:22

4 - Steps in Model Building.mp4

05:16

5 - Data Preprocessing 1.mp4

11:45

6 - Data Preprocessing 2.mp4

10:54

7 - Logistic Regression Model 1.mp4

09:14

8 - Logistic Regression Model 2.mp4

11:05

9 - Fitting the Model.mp4

06:53

10 - Model Performance 1.mp4

10:18

11 - Model Performance 2.mp4

08:42

12 - Model Performance 3.mp4

05:20

13 - Model Performance 4.mp4

12:10

14 - Model Performance 5.mp4

04:17

3 - Probability of Default Model

15 - Expected Loss.mp4

07:13

16 - Data Exploration 1.mp4

11:05

16 - PD-Data.csv

17 - Data Exploration 2.mp4

12:16

18 - Creating Default and No Default categories.mp4

05:52

19 - Default Rate Calculation.mp4

11:24

20 - Default Rate for each Loan Grade.mp4

12:28

21 - R Packages.mp4

07:12

22 - Training and Test Datasets.mp4

06:10

23 - Discarding Attributes.mp4

08:04

24 - Converting Data Types.mp4

08:45

25 - Attributes with Zero Variance.mp4

07:12

26 - Default By States.mp4

13:10

27 - Finding Correlation.mp4

07:06

28 - Variable Transformation.mp4

11:54

29 - Model Development.mp4

11:47

Description

Learn end to end credit risk scorecard and probability of default (PD) modeling using R Programming with real-life data

What You'll Learn?

Learn Model Development from scratch
Understand step by step application of R codes
Understand output interpretation and it's business logic
Aligning Analytics with Business Requirements
Impress interviewers by showing practical knowledge of credit risk model development
Learn the most in demand skill

Who is this for?

Beginners/students

Experienced analytics professional

working professionals who want to shift towards risk modeling

Data science/machine learning enthusiasts who want to learn a new skill

More details

Description
Every time an institution extends a loan, it faces credit risk. It is the risk of economic loss that every financial institution faces when an obligor does not fulfill the terms and conditions of his contracts. Measuring and managing the credit risk and developing, implementing strategies to help lowering the risk of defaults by borrowers becomes the core of any risk management activities.
Financial institutions make use of vast amounts of data on borrowers and loans and apply these predictive and statistical models to aid banks in quantifying, aggregating and managing credit risk across geographies and product lines.
In this course, our objective is to learn how to build these credit risk models step by step from scratch using a real life dataset.
The course comprises of two sections: 1) Developing a credit risk scorecard and 2) Developing a Probability of Default (PD) model. We will build a predictive model that takes as input the various aspects of the loan applicant and outputs the probability of default of the loan applicant. PD is also the primary parameter used in calculating credit risk as per the internal ratings-based approach (under Basel guidelines) used by banks.
In this course, we will perform all the steps involved in model building and along the way, we will also understand the entire spectrum of the predictive modeling landscape.
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Who this course is for:
Beginners/students
Experienced analytics professional
working professionals who want to shift towards risk modeling
Data science/machine learning enthusiasts who want to learn a new skill

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Hello, my name is Subhashish and I am passionate about teaching valuable skills to students who are motivated to learn and excel!Over the last 10 years, I have acquired valuable skills and experience that allow me to provide you with great learning experience and develop your skillset in various fields ranging from data science to banking domain (risk analytics).All of my courses are designed to cater wide variety of students ranging from beginners to advanced learners . My courses will help you gain real world skills and knowledge which you can apply directly into your work. If something remains unclear or you need help in understanding anything within my course, just send me a message and I will be happy to spend some one-on-one time with you in order to clarify and provide answers to your questions. I am available with you in your journey of learning from my courses at all time.Thank you for your interest in my courses and I look forward to seeing you in one of my lectures very soon.Best Regards,Subhashish

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