Financial Risk Analytics

Financial Risk Analytics


The financial services industry is undergoing significant changes, making the use of data and information technology increasingly important in driving business decisions and managing risk. This course provides a practical introduction to financial risk analytics with a focus on data-driven modeling, computation, and statistical estimation of credit and market risks. Real data case studies will be used throughout the course. Tools from machine learning and statistics will be developed and data sources will be discussed. After taking this course, students will be able to design and implement risk analytics tools in practice.


MS&E245A or similar, some background in probability and statistics, working knowledge of R, MATLAB, or a similar computational/statistical package.

Topics include

  • Mortgage risk
  • Asset-backed securities
  • Commercial lending
  • Consumer delinquencies
  • Online lending
  • Derivative risk

Course Availability

The course schedule is displayed for planning purposes – courses can be modified, changed, or cancelled. Course availability will be considered finalized on the first day of open enrollment. For quarterly enrollment dates, please refer to our graduate education section.

Course Archived

Winter 2021-22
Stanford School of Engineering