IFRS 9 PIT PD: Credit Risk Modeling in Excel

Master IFRS 9 Probability of Default (PD) & Expected Credit Loss (ECL) modelling with Excel , end-to-end automation

What you'll learn
- Build and validate Point-in-Time (PIT) Probability of Default (PD) models in Excel using real credit risk data.
- Apply IFRS 9 staging rules and SICR assessments (Stage 1, 2, 3) with Excel formulas and logic.
- Perform forward-looking calibration and scenario analysis by integrating macroeconomic variables in Excel.
- Design and implement Lifetime PD models (cohort, survival, transition matrix approaches) in Excel.
- Design and implement Lifetime PD models (cohort, survival, transition matrix approaches) in Excel.
- Automate credit risk modelling workflows in Excel with dashboards and pivot tables

Requirements
- A basic working knowledge of Microsoft Excel (formulas, pivot tables, charts).
- A general understanding of finance or banking concepts (loans, credit risk, defaults) is helpful but not mandatory.
- Microsoft Excel 2016 or later (or Office 365) installed on your computer.
- No prior programming or advanced statistics knowledge required — all modelling is done step-by-step in Excel.

Description
This course contains the use of artificial intelligence.

Are you ready to take your credit risk skills to the next level?This flagship course,IFRS 9 PIT PD: Credit Risk Modeling in Excel, provides acomplete, hands-on frameworkfor building, validating, and automating Probability of Default (PD) and Expected Credit Loss (ECL) models in line withIFRS 9 regulations— all within Microsoft Excel.

You will learn how to:

Prepare and clean real-world loan and macroeconomic data in Excel.

BuildPoint-in-Time (PIT) Probability of Default (PD) modelsstep-by-step using Excel formulas, pivot tables, and regression tools.

Applymodel validation techniques(KS, Gini, ROC, PSI) directly in Excel.

Performforward-looking calibration and scenario analysisusing Excel’s Data Tables and Scenario Manager.

ImplementIFRS 9 staging rules(Stage 1, 2, 3) and Significant Increase in Credit Risk (SICR) triggers with Excel formulas.

DevelopLifetime PD curvesusing cohort, survival, and transition matrix methods.

Calculate and reportExpected Credit Loss (ECL)with Excel templates ready for regulatory disclosure.

Automate processes withExcel dashboards, formulas, and VBA macrosfor monitoring and reporting.

By the end of this course, you will have afully functional IFRS 9 Excel modelthat transforms raw data into clear, auditable PD and ECL outputs.

This course is ideal for credit risk analysts, finance professionals, and students who want tomaster IFRS 9 modelling without relying on complex coding platformslike SAS or Python.

Who this course is for:
- Credit Risk Analysts who want to build IFRS 9 Probability of Default (PD) and Expected Credit Loss (ECL) models directly in Excel.
- Finance and Accounting Professionals seeking practical skills to apply IFRS 9 impairment requirements without coding.
- Auditors, Risk Managers, and Regulators who need to understand, validate, and challenge IFRS 9 models.
- Students and Graduates in finance, banking, or data-related fields looking to gain hands-on IFRS 9 modelling skills for career advancement.
- Anyone interested in mastering IFRS 9 credit risk modelling in a clear, Excel-based environment without relying on complex programming.
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