Risk Unsolvd

RiskUnsolvd is currently conducting live online sessions and self-learning sessions in the following areas:
1. Credit Risk Modelling and Validation Sessions (Live Online Sessions + Self-Learning Sessions)
2. IFRS9 Self-Learning Sessions (Self-Learning Sessions)
3. Market Risk Modelling and Validation Sessions (Live Online Sessions + Self-Learning Sessions)

Credit Risk Modelling Batch:
Date Started:14th September 2024
Timing : Saturday -Sunday 8 am-10am
Expected duration: 6 months(End of March)
Ongoing Topic: Python Programming

Market Risk Modelling Batch:
Date Started:14th September 2024
Timing : Saturday -Sunday 8 am-10am
Expected duration: 6 months(End of March)
Ongoing Topic: Python Programming

Note: Market Risk and Credit risk common sessions in progress because of Python programming. Post that session time to be revised by December.

IFRS9 online self learning sessions:
Date: Not applicable since self learning. Ongoing through the year.

The detailed brochure for the three sessions are listed in the drive below:

https://drive.google.com/drive/folders/1EXaZCGnY02sfEL_GQ229bRdMmxgMgU75?usp=sharing

For more details write to: [email protected]

Google Drive: Sign-in Access Google Drive with a Google account (for personal use) or Google Workspace account (for business use).

Risk Unsolvd is updating the playlist, Credit Risk Modelling: Regulatory Landscape for Credit Risk Models. Following the last video which described the key sources of risk arising from credit cards, the present video takes a step further. This video lecture explains the key variables that should be considered while building a Probability of Default (PD) model for Credit Cards. The key type of variables that become most important include: Payment Information, Delinquency Information, Vintage based (Seasoning based) information. The video is available at RiskUnsolvd at the location below:
https://lnkd.in/g_jmiHAn

lnkd.in

RiskUnsolvd is updating the Playlist: Credit Risk Modelling- Basics Statistical methods. Over a series of six videos RiskUnsolvd will explore the implementation of descriptive statistical methods in SAS. The current RiskUnsolvd video describes the implementation of the basic descriptive measures: Measures of Central Tendency, Measures of Dispersion and Measures of Assymetry. This video lecture shares some guidelines on the following points:
1. A suggested framework for developing an efficient SAS editor to generate the results on descriptive statistics. 2. Description of key statistical measures in SAS: proc means, proc univariate etc. 3. Interpretation of the results of statistical procedures. The link to the video is provided below:

Credit Risk Modelling: Introduction to Descriptive Statistics in SAS Day 01 In this video lecture, RiskUnsolvd explores the absolute fundamentals of Descriptive Statistics and their corresponding implementation on the SAS platform. T...

RiskUnsolvd is organising an orientation session on a walkthrough of the programme modules to be conducted in 2024. The session will be conducted LIVE over GotoMeetings tomorrow (10th February,2024) at 5:30 PM IST. You are invited to join the session by Clicking on the link below:
https://meet.goto.com/Asif_Opeyemi_Kiran_LGD
The following will be the Agenda tomorrow:
1. Walkthrough of the modules and the syllabuses
2. Session schedules.
3. Overall Logistics
4. Doubt clarifications.
Please find attached the brochure links:
https://drive.google.com/drive/folders/1EXaZCGnY02sfEL_GQ229bRdMmxgMgU75?usp=sharing

Thanks and Regards,
Tanmoy

Google Drive: Sign-in Access Google Drive with a Google account (for personal use) or Google Workspace account (for business use).

Risk Unsolvd is publishing the final video lecture on logistic regression using Sas. The final video focuses on assessing the model performance on the holdout validation data set. To perform the validation, the developer needs to decide a cut off Pd-estimate. To identify the cut offs, the developer needs to have an understanding of sensitivity, specificity, ROC curve etc. The current video describes the approach to calculate the cut off on PD estimate for a logistic regression model and an overview of validation of model performance. The video is available in Risk Unsolvd at the link below:
https://lnkd.in/g6RZZ_G9

LinkedIn This link will take you to a page that’s not on LinkedIn

RiskUnsolvd is updating the playlist titled: Credit Risk Modelling - Development of Scorecards. The next video: Development of Logistic Regression model using SAS Day02 is available at RiskUnsolvd under the above playlist. The video lecture discusses the steps of building a logistic regression model in SAS. The key areas focussed are: Steps of Variable Selection to identify the final model variables, Interpreting the model estimates and assessing the model performance. The key areas of assessing a model performance include: Discriminatory Capacity, Accuracy and Stability.
The video is available at the link below:

LinkedIn This link will take you to a page that’s not on LinkedIn

Preparing for Credit Risk interviews can be tricky, since it is driven by over determinism of different skill sets. Some basic areas include: 1. Concepts of Statistics and Econometrics 2. Classification and Predictive Algorithms 3. Credit Risk methodology 4. Regulatory guidelines 5. Banking Portfolios and Products 5. Softwares like SAS, R, Python.

To help aspiring professionals, RiskUnsolvd is updating the playlist: RiskUnsolvd Preparing for Credit Risk Profiles with guidance on interview preparation. The first interview preparation is live on RiskUnsolvd

In the present video, RiskUnsolvd describes a framework on preparation for credit risk modelling interviews. To begin with, the focus is on questions relating to basic descriptive measures and probability. For interviews, these topics should be considered as very important since the response to questions on these topics act as a testimony to interviewers about the conceptual competency of the interviewee. The video is available at the link below:
https://lnkd.in/gBUuZAY4

Call now to connect with business.

Dear Folks,
I have tried my hands at exploring the basics of stochastic calculus for financial modelling. Some of the older lectures have focussed on using exponential functions to illustrate financial phenomenons. The JLS framework, described here, is a well established framework in finance to assess the trajectory of asset prices which grow super-exponentially. In this lecture, the following points are covered:
1. Definition of an exponential function and its application to describe exponential price growths.
2. Description and deductions of conditions for evolution of the asset paths and conditions for crash. The details of the discussion is provided in the link below:
https://lnkd.in/dg-jDJzP

The Second and the third sessions on IFRS9 modelling Framework is available at RiskUnsolvd.
The link to the two videos are:
Lecture Video 02:
Title: 02 IFRS9 Modelling Framework: Introduction to the type of Asset classes and treatment under IFRS9. The link to the session is: https://lnkd.in/gyQTarm
Lecture Video 03:
Title: 03 IFRS9 Modelling Framework: Introduction to the components of IFRS9 models. The link to the session is: https://lnkd.in/g8p54if

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Happy Learning!!!!