This Video introduces the viewers /participants to the domain of credit risk modelling and the types of analysis that are broadly performed in the domain. Statistics is an important tool required for developing the models. Therefore, before exploring the credit risk models, it is very important to understand the statistical methods to develop the models. The key statistical framework required for developing credit risk models will be developed over 10 sessions. Post that, the implementation of the statistical concepts in SAS will be described.

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