This course is a CrashProgram (short course) introducing exploratory data analysis.
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.
This course collects resources and activities to facilitate those involved in open source risk modelling projects.
| Introductory Level | Core Level | Advanced Level | |
| Non-Technical | |||
| Technical | GEN13031 |
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A forum for risk management questions and answers. Nothing is too complicated or too simple!
| Introductory Level | Core Level | Advanced Level | |
| Non-Technical | RMQ29035 | ||
| Technical |
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This course is a Crash Program 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.
The course covers the following topics:
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.
The course is completely introductory and does not have any prerequisite except a clear and open mind!
A quiz about financial regulation in the European Union. Test your knowledge about the diverse initiatives that are reshaping the financial landscape in Europe.
| Introductory Level | Core Level | Advanced Level | |
| Non-Technical | QUI29049 | ||
| Technical |
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In the Shortest Possible Course on Risk Management we try to condense in 15 intense minutes the essence of risk management!
The course is completely introductory and does not have any prerequisite except a clear and open mind!
This course is a DeepDive into the UK regulatory framework around credit risk concentrations and their treatment under Pillar II. The context is provided by Consultation Paper CP1/15 which establishes benchmark Pillar II capital add-on methodologies for all main credit concentration risk categories.
A crossword puzzle around money topics to celebrate Global Money Week
| Introductory Level | Core Level | Advanced Level | |
| Non-Technical | GEN13061 | ||
| Technical |
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This course is a 4 Session DeepDive into measuring sector concentrations in credit portfolios.
This course is a CrashProgram (short course) in the use of Python to work with Semantic Data (RDF / OWL)
The course is at a medium technical level. It requires some familiarity with python (and a working installation). On the semantic data side it requires knowledge of basic concepts around files and representation formats for data.
This course is a CrashProgram (short course) introducing the GeoJSON specification for the encoding of geospatial features.
The course is live at the Open Risk Academy, this repository hosts the python scripts used in the course. The scripts can be used standalone but documentation is minimal.
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
| Introductory Level | Core Level | Advanced Level | |
| Non-Technical | PTR29042 | ||
| Technical |
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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 covers the following topics:
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.
The course covers the following topics:
This course is a CrashProgram (short course) in the use of Python and the package TransitionMatrix for analysing credit migration data.
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.
This course is a DeepDive with nine segments, exploring Input-Output models using Python and the pymrio library. The course is at a core technical level. It requires working familiarity with Python, basic linear algebra and elements of economic systems. Step by step we explore how one can define and perform useful operations in Environmentally Extended Input-Output Analysis.
A Crash Course on Modelling Credit Contagion
| Introductory Level | Core Level | Advanced Level | |
| Non-Technical | |||
| Technical | MCC03008 |
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This course is a CrashProgram in the use of the MongoDB database in conjunction with Python for credit portfolio management purposes.
The course covers the following topics:
This course is a CrashProgram (short course) introducing the concept of a structured review of risk data.
Step by step we build the knowledge required to review the suitability of data for a given purpose and how to report the findings.