Every lending decision an institution makes rests on a judgement about credit risk — and getting that judgement wrong, at scale, is how banks fail. This Credit Risk Professional Masterclass gives you the full toolkit: from the fundamentals of assessing a single borrower’s creditworthiness, through to stress-testing an entire portfolio against a severe economic shock.

The discipline itself is changing fast. AI-based credit scoring models are now standard at most major lenders, and with them come new questions: how do you validate a model you didn’t build by hand, prove it isn’t systematically biased against protected groups, and explain its decisions to a regulator or a rejected applicant? This course addresses those questions directly, alongside the regulatory foundations — Basel III’s capital adequacy requirements and IFRS 9’s expected credit loss provisioning — that govern the discipline regardless of which models sit underneath it.