Credit Risk Modeling & its Application in Banks
Completed by Beáta Kvasz
January 14, 2026
3 hours (approximately)
Beáta Kvasz's account is verified. Coursera certifies their successful completion of Credit Risk Modeling & its Application in Banks
What you will learn
Analyze PD, LGD, and EAD to interpret the core components of credit risk.
Calculate expected credit loss and distinguish settlement from pre-settlement risk.
Evaluate credit risk models based on assumptions, data limitations, capital adequacy, and regulatory requirements.
Evaluate credit risk model assumptions, data limitations, and outputs in relation to capital adequacy and regulatory requirements.
Skills you will gain
- Category: Business Risk Management
- Category: Decision Making
- Category: Financial Services
- Category: Regulatory Compliance
- Category: Banking
- Category: Data-Driven Decision-Making
- Category: Risk Management
- Category: Credit Risk
- Category: Model Evaluation
- Category: Financial Analysis
- Category: Regulatory Requirements
- Category: Probability