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Training

Credit Risk Modelling

Hands-on Masterclass with R (and SAS)

  • 22/01/2018 - 25/01/2018
  • Kuala Lumpur, Malaysia

Course Director

Dr Tiziano Bellini
PhD (Statistics)
Consultant, United Kingdom

Complimentary copy of the book

Complimentary copy of the book

“Stress Testing and Risk Integration in
Banks: A Statistical Framework and Practical Software Guide in Matlab and R”

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KEY TOPICS & Takeaways

Matrix analysis in R

Case study on PD lifetime in R

Limited only to 15 participants

Toolkit (codes) to be directly used on a day-to-day basis

LGD analysis over time

Make projections both for stress testing & for expected credit loss forecast (IFRS 9 and CECL)

Up to date course outline to comply with new regulations such as IFRS 9, CECL & stress testing

Introduction to R software on day 1 to help people with no prior experience on R

Hands-on training

with statistical software package R throughout the course

Accurately build PD, LGD & EAD models

Complimentary copy of the book “Stress Testing and Risk Integration in Banks: A Statistical Framework and Practical Software Guide in Matlab and R”

Unparalleled exercises using Malaysian macroeconomic variables

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JOIN US IN Kuala Lumpur


Kuala Lumpur is the capital of Malaysia. Its modern skyline
is dominated by the 451m-tall Petronas Twin Towers, a pair of
glass-and-steel-clad skyscrapers with Islamic motifs.

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from 2999 USD Buy

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