Python is the swiss knife of modern programming languages and a prime candidate to be also the swiss knife for risk modelling


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


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:

Introductory Level Core Level Advanced Level
Technical CrashProgram