Course overview

A five-day technical workshop on credit-risk modelling for banks and non-bank lenders operating in Nigeria. Goes well beyond textbook PD/LGD treatment to grapple with the data-quality, behavioural, and macroeconomic realities of Nigerian portfolios.

Participants bring laptops; we work in Excel and (optionally) R.

What you'll build

By the end of the workshop, you will have built — from scratch — a defensible PD model on a real (anonymised) Nigerian retail portfolio and stressed it against a CBN-style downturn scenario.