Credit Risk Analytics, Modelling & Scorecards

"Credit Risk Analytics, Modelling & Scorecards" Module is part of the "Certified Credit Risk Officer (C-CRRO)" and the "Certified Credit Risk Analyst (C-CRA)" training programs.



The aim of the seminar is to analyze the development methodology of credit models, identify and address problems in their performance, and interpret the results of adequacy controls

Target Audience

  • Financial Management and Credit Control Executives
  • Credit Rating Analysts
  • Sales and Marketing Executives
  • Supply Chain Executives
  • Business loan managers
  • Investment Bankers
  • Economic Analysts
  • Risk Officers of Banking and Credit Institutions
  • Banking Finance Analysts, Lecturers, etc.

Subject Areas

  • Credit Risk Analytics, Modeling & Scorecards
  • PD, LGD, EL modeling methodologies
  • Application, Behaviour, Collections scoring/development and monitoring
  • Scorecards in the Credit & Collection process
  • Account centric vs. Customer centric models
  • Individuals, Small Businesses, Corporates: credit methods and approaches
  • The macroeconomic factor in credit risk modeling
  • Scores and Ratings/Qualitative factors
  • Models implementation/Tools & Systems
  • Data, Big Data and alternative data sources
  • Addressing the problem of insufficient historical data
  • Modeling for IFRS9 requirements

What you will learn

  • You will learn the development methodology of credit models and you will be able to identify strengths and weaknesses
  • You will become familiar with the development methodology of models according to the IFRS9 standard
  • You will be able to identify problems in the performance of models, and interpret the results of adequacy controls
  • You will become familiar with credit risk evaluation methodologies for businesses
  • You will learn more about the methodology of data management and problem solving
  • You will be able to recommend action and make credit policy decisions based on the results of the models

Course Start Date

Cost of Attendance

  • 20 Hours
  • Live on Online
  • Attendance Certificate


George <br/>Oikonomou BSc, MSc
Oikonomou BSc, MSc
Senior Manager, Analytics, Credit Risk Services, ICAP CRIF