Academy CrashProgram Demo

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Summary: This crash course is an introduction to the main elements of an Academy course (it is a course about courses!). The course takes less than an hour to complete. It is recommended to new users that are not familiar with eLearning environments. You can also use the course to test whether your can get full access to the academy courses using your particular device / browser. Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical DEMO Technical Get Started with IAD13025

Basel on Credit Concentration Risk

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Summary: This course is a 4 Session DeepDive into regulatory aspects around concentration risks in credit portfolios, focusing on compliance requirements of the Large Exposure Framework and the Pillar II. Content: The course covers the following topics: The regulatory framework around credit concentration risk as captured in the BIS documentation The Large Exposures Framework Regulatory requirements around Pillar II name, sector and geographic concentration risk Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical DeepDive

Credit Contagion

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Summary: Crash Course: Modelling Credit Contagion Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Technical Get Started with MCC03008

Credit Migrations using TransitionMatrix

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Summary: This course is a CrashProgram (short course) in the use of Python and the package TransitionMatrix for analysing credit migration data. Requirements: The course is at a medium technical level. It requires some familiarity with python (and a working installation that includes the common numpy/scipy libraries). On the risk modelling side it requires knowledge of basic credit rating migration concepts. Outcomes: Step by step we build the knowledge required to use python to analyse credit migration data:

Crossword Puzzles

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Summary: Open Risk Crossword Puzzles Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Technical Get Started with QUI29051

EU Financial Regulations Quiz

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Summary: A quiz about financial regulation in the European Union. Test your knowledge about the diverse initiatives that are reshaping the financial landscape in Europe. Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Technical Get Started with QUI29049

Exploratory Risk Data Analysis

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Summary: This course is a CrashProgram (short course) introducing exploratory data analysis. The course is at an introductory technical level. It requires some familiarity with credit risk data (and an ability to open and inspect data files). Step by step we build the knowledge required to perform a comprehensive exploratory data analysis Prerequisites: The course can be pursued on a standalone basis. It is advisable to pursue the course after DAT31046 (Risk Data Review) which discusses a review of the data from a data quality validation perspective.

Getting Started with the Open Risk Academy

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Summary: If this is your first time in the Academy you can familiarize yourself by going through the Demo which includes manuals, study plan suggestions and more. Requirements The course is completely introductory and does not have any prerequisite except a clear and open mind! Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Intro Technical Get Started with GEN13037

Intro to Concentration Measurement using Python

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Summary: This course is a CrashProgram in the use of python for risk modelling purposes, in particular credit concentration measurement. The course requires little or no prior knowledge of python (but indeed prior programming knowledge in some language is required). There is little or no prior knowledge of concentration risk measurement but general background in credit risk management is useful for context. Content: The course covers the following topics: Step by step we build the knowledge required to use python to meet a typical modern risk management challenge Examples are drawn from the two primary areas of credit concentration: name and sector concentration Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Technical CrashProgram

Intro to Credit Concentration

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Summary: This course is a CrashProgram introduction to the topic of credit risk concentrations: how to identify, measure and manage excess credit exposure, an essential risk management discipline for any credit portfolio. Content: The course covers the following topics: The concept of credit concentration, its causes and motivation for its management Overview of regulatory guidance, the large exposure framework and Pillar II Introduction to measurement techniques using simple or advanced concentration metrics Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical CrashProgram

Intro to GeoJSON

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Summary: This course is a CrashProgram (short course) introducing the GeoJSON specification for the encoding of geospatial features. The course is at an introductory technical level. It requires some familiarity with data specifications such as JSON and a very basic knowledge of Python Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Technical CrashProgram DAT31053 Get Started with DAT31053

Loan Level Templates Using Python

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Summary: This course is a CrashProgram in the use of python for credit portfolio modelling purposes, in particular working with data templates and spreadsheets. The course requires some prior knowledge of python (and indeed prior programming knowledge in some language is required) and, of course, also spreadsheets. Content: The course covers the following topics: Overview of the loan level templates (ECB SME version) Manipulating spreadsheets with Python The python dictionary data type Organization of the loan data fields Generating test portfolios Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Technical CrashProgram

Managing Loan Portfolios Using MongoDB

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Summary: This course is a CrashProgram in the use of the MongoDB database in conjunction with Python for credit portfolio management purposes. The course requires little or no prior knowledge of mongoDB, and basic knowledge of python (but prior programming knowledge in some language is required). Content: The course covers the following topics: Introduction to MongoDB its data model and operations on data Using python to access the database Developing LoanDB, a document design conforming to SME Loan Level Data standard Using map/reduce to extract data and python to apply a simple credit scoring model Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Technical CrashProgram

Measuring Name Concentrations

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Summary: This course is a DeepDive into measuring name concentrations in credit portfolios. Content: It covers the following topics: The measurement of credit name concentrations using basic indicators and indexes such as the concentration ratio and the HHI index The measurement of credit name concentrations using more advanced (risk based) indicators such as volatility and economic capital based indexes Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical DeepDive

Measuring Sector Concentrations

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Summary: This course is a 4 Session DeepDive into measuring sector concentrations in credit portfolios. Content: The course covers the following topics: Measurement of credit sector concentrations using basic indicators and indexes such as the concentration ratio and the HHI index Measurement of credit sector concentrations using risk based indicators such as volatility based indices and economic capital models Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical DeepDive

Micro Course on Risk Management

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Summary: In the Shortest Possible Course on Risk Management we try to condense in 15 intense minutes the essence of risk management! Requirements The course is completely introductory and does not have any prerequisite except a clear and open mind! Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Intro Technical Get Started with MCR29037

Open Source

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Summary: This course collects resources and activities to facilitate those involved in open source risk modelling projects. Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Technical Get Started with GEN13031

Periodic Table of Risk

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Summary: A visually pleasing logical decomposition of different risk types using the analogy of the periodic table. The app offers an interactive exploration of the risk profile of different business models Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Technical Get Started with PTR29042

Risk Data Review

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Summary: This course is a CrashProgram (short course) introducing the concept of a structured review of risk data. The course is at an introductory technical level. It requires some familiarity with credit risk data (and an ability to open and inspect data files) Step by step we build the knowledge required to review the suitability of data for a given purpose and how to report the findings Outcomes: We learn the concept of Data Provenance We get a first exposure to the different levels of Data Validation as recommended by EuroStat We summarize our findings in a mock report written in Markdown format Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Technical CrashProgram