Credit Risk Modeling & its Application in Banks
Completed by Barnabás Pintér
January 6, 2026
3 hours (approximately)
Barnabás Pintér's account is verified. Coursera certifies their successful completion of Credit Risk Modeling & its Application in Banks
What you will learn
Explain the fundamentals of credit risk and its importance in banking and financial institutions.
Analyze Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) to assess credit risk.
Calculate expected loss and compare settlement risk with pre-settlement risk using core credit risk concepts.
Evaluate credit risk model assumptions, data limitations, and outputs in relation to capital adequacy and regulatory requirements.
Skills you will gain
- Category: Risk Modeling
- Category: Risk Management
- Category: Financial Modeling
- Category: Bank Regulations
- Category: Credit Risk
- Category: Financial Regulation
- Category: Financial Analysis
- Category: Regulatory Compliance
