Course Description

Class Inheritance in Data Science

Class Inheritance in Data Science

Object-oriented programming and techniques (OOP) such as using classes and inheritance are common in many application programming environments but don't travel well outside computer memory. When considering data science tasks and objectives the transition from object hierarchies to data structures (and vice versa) is not always straightforward. In this short course we explore how some programming languages, data formats, database API's and web frameworks handle hierarchical classes.

Reading Time: 3 min.
Summary: In this short course we explore how some programming languages, data formats, database API’s and web frameworks handle hierarchical classes. Content: Object-oriented programming and techniques (OOP) such as using classes and inheritance are common in many application programming environments but alas don’t “travel well” outside computer memory. The potentially intricate relationships of objects (both the data they hold and the meaning and possible uses of the data) are not easy to transfer (except of-course by full replication of code and data).
Introduction to the EBA NPL Templates

Introduction to the EBA NPL Templates

Reading Time: 3 min.
Summary: The Open Risk Academy course NPL270672 is a CrashCourse introducing the EBA NPL Templates. Content: We start with the motivation for the templates and the domain of credit data (to which NPL data belongs). We discuss three core classes that capture the essence of lending operations from a lenders point of view (Counterparty, Loan, Collateral). Next we explore classes that capture events in the lending relationship lifecycle (which we term NPL Scenarios).

Academy CrashProgram Demo

Reading Time: 0 min.
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. How Does The Course Help: You can also use the course to test whether your can get full access to the academy courses using your particular device / browser.

An introduction to Semantic Data with Python

Reading Time: 1 min.
Summary: This course is a CrashProgram (short course) in the use of Python to work with Semantic Data (RDF / OWL) Requirements: 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. Outcomes: Step by step we build a high-level knowledge base around using python to work with a variety of semantic data:

Basel on Credit Concentration Risk

Reading Time: 0 min.
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 CRP13026 Technical Enroll and Get Started with CRP13026

Credit Contagion

Reading Time: 0 min.
Summary: A Crash Course on Modelling Credit Contagion Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical Technical MCC03008 Enroll and Get Started with MCC03008 Discussion @ the Commons

Credit Migrations using TransitionMatrix

Reading Time: 1 min.
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

Reading Time: 0 min.
Summary: Open Risk Crossword Puzzles: A collection of crossword puzzles build around specific themes Content: Non-Performing Loan Crossword Puzzle Game Sustainable Finance Crossword Puzzle Game Cyber Risk Crossword Puzzle Game Fintech Crossword Puzzle Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical QUI29052 Technical Enroll and Get Started with QUI29052 Discussion @ the Commons

EU Financial Regulations Quiz

Reading Time: 0 min.
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 QUI29049 Technical Enroll and Get Started with QUI29049 Discussion @ the Commons

Exploratory Risk Data Analysis

Reading Time: 1 min.
Summary: This course is a CrashProgram (short course) introducing 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. Outcomes: Step by step we build the knowledge required to perform a comprehensive exploratory data analysis We learn the concept and techniques of Exploratory Data Analysis Touch upon the issue of bias and how to mitigate it Learn about more advanced formats such as HDF Basic exploratory analysis using pandas Easy visual analysis of association using seaborn Contingency tables, WoE and Information Value using pandas, scipy and statsmodels We summarize our findings in terms of numerical and graphical results in a mock report written in Markdown format Course Level and Type: The course is at an introductory technical level.

Getting Started with the Open Risk Academy

Reading Time: 0 min.
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 GEN13041 Technical Enroll and Get Started with GEN13041

Intro to Concentration Measurement using Python

Reading Time: 1 min.
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).

Intro to Credit Concentration

Reading Time: 0 min.
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 ICC13024 Technical Enroll and Get Started with ICC13024

Intro to GeoJSON

Reading Time: 0 min.
Summary: This course is a CrashProgram (short course) introducing the GeoJSON specification for the encoding of geospatial features. Course Level and Type: 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 Introductory Level Core Level Advanced Level Non-Technical Technical DAT31053 Enroll and Get Started with DAT31053

Introduction to the Open Risk Manual

Reading Time: 0 min.
Summary: A brief introduction to the Open Risk Manual Course Level and Type: Introductory Level Core Level Advanced Level Non-Technical GEN13054 Technical Enroll and Get Started with GEN13054 Discussion @ the Commons

Loan Level Templates Using Python

Reading Time: 0 min.
Summary: This course is a CrashProgram in the use of python for credit portfolio modelling purposes, in particular working with data templates and 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: The course requires some prior knowledge of python (and indeed prior programming knowledge in some language is required) and, of course, also spreadsheets.

Managing Loan Portfolios Using MongoDB

Reading Time: 1 min.
Summary: This course is a CrashProgram in the use of the MongoDB database in conjunction with Python for credit portfolio management purposes. 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: The course requires little or no prior knowledge of mongoDB, and basic knowledge of python (but prior programming knowledge in some language is required).

Measuring Name Concentrations

Reading Time: 0 min.
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 CNC13010 Technical Enroll and Get Started with CNC13010

Measuring Sector Concentrations

Reading Time: 0 min.
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 CSC13022 Technical

Micro Course on Risk Management

Reading Time: 0 min.
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 MCR29037 Technical Enroll and Get Started with MCR29037