RIESGO DE CRÉDITO CON PYTHON

Fecha de Inicio: 21 de noviembre de 2025

Duración: 10 Horas.

Modalidad: Live Stream

Inversión: $2,499.00 + I.V.A.

Promoción: 

10% de descuento para Ex/alumnos RHCECAM

10% de descuento en la inscripción de dos o más personas

MÓDULO I: INTRODUCTION TO CREDIT RISK FOR CORPORATES

• Initial concepts for Credit Risk
• Economic capital allocation
• Calculation of RWA

MÓDULO II: PROBABILITY OF DEFAULT MODEL – PD

• Default Definition
• Potential Risk Drivers
• Model estimation
• Model Calibration and MOC

MÓDULO III: EXPOSURE AT DEFAULT MODEL – EAD

•  EAD definition
• Potential Risk Drivers and target

MÓDULO IV: LOSS GIVEN DEFAULT MODEL – LGD

• LGD definition
• Potential Risk Drivers and target

MÓDULO V: CREDIT DECISIONING POLICY

• Example of credit decisioning policy

MÓDULO VI: RISK BASED PRICING

• Example of Risk Based Pricing

Emmanuel Valadez

BSc Actuarial Science:

INTERNATIONAL INTERNSHIP UNIVERSITY OF SOUTHAMPTON BSc Mathematics with Actuarial Science LABORAL EXPERIENCE Global Risk Analytics Manager. Development of risk models used for capital requirements and provisioning of the wholesale portfolio under local (CNBV) and international regulation (IRB, PRA, EBA and IFRS) for the LAM region. Production of analytic data driven projects to automatize the credit approval process for customers. Development of different business initiatives which improve the credit risk management for the wholesale portfolio. Revision, model monitoring and report generation for the developed projects on different platforms (Python, Power BI, Excel, HTML). Support in the development of risk models used for credit scoring and capital requirements in the LAM region. Report generation about the developed projects. Data analysis, model monitoring and automatization of processes. User support about the implemented models with local and global teams.

CERTIFICATIONS Society of Actuaries (SOA) / Probability (P) / Financial Mathematics (FM) / Statistics for Risk Models (SRM)