Overview of Available Courses
In this page you can find the Open Risk Academy Courses that are currently available with Self-Enrollment.
Can't find something suitable? Use the course request form and subject to resources and fit we will try to accomodate!
Detailed Descriptions
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
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
Summary: Crash Course: Modelling Credit Contagion
Course Level and Type:
Introductory Level
Core Level
Advanced Level
Non-Technical
Technical
Get Started with MCC03008
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:
Summary: Open Risk Crossword Puzzles
Course Level and Type:
Introductory Level
Core Level
Advanced Level
Non-Technical
Technical
Get Started with QUI29051
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
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.
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
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
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
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
Summary: A brief introduction to the Open Source Manual
Course Level and Type:
Introductory Level
Core Level
Advanced Level
Non-Technical
Technical
Get Started with GEN13054
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
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
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
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
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
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
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
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