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.