Intro to Concentration Measurement using Python

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Python is the swiss knife of modern programming languages and a prime candidate to be also the swiss knife for risk modelling

Summary

This course is a CrashProgram in the use of python for risk modelling purposes, in particular credit concentration measurement.

Who Is This Course For

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

The course requires little or no prior knowledge of python (but indeed prior programming knowledge in some language is required).

Introductory Level Core Level Advanced Level
Non-Technical
Technical PYT13013

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