The Open Risk Academy course NPL270672 is a CrashCourse introducing the
EBA NPL Templates. 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).
We look into the main data types:
elementary data types, choice lists, arrays and unstructured text. We
close with discussing some more complex issues involving graph and
timeseries data.
The course is useful to Developers, Data Scientists and Quantitative Risk Managers that want to work with the EBA NPL Templates. More details about the Course available here.
