Last date for submission of paper: unknown; Contact person: Beatrice Kairu; Under Basel II/III, capital adequacy generally hinges around the proper estimation of Basel II/III risk parameters: PD, LGD, EAD. These parameters are used on one hand as inputs to credit portfolio models, and on the other hand, to compute regulatory capital. Credit risk continues to constitute the greatest challenge to banks, financial services providers and regulators worldwide. The modeling of Retail credit risk therefore becomes a necessary and obligatory process for every bank. Being able to build own internal or standardized models saves organizations from unnecessarily losing millions to consultancy firms.This course is designed to equip participants with the knowledge and techniques to enable them to build credit risk models within their organizations with minimal or no help.