Credit Risk Modeling
Completed by Hridaynath Sudhir Sonune
March 13, 2026
6 hours (approximately)
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What you will learn
Analyze credit risk using Probability of Default (PD), Loss Given Default (LGD), Expected Loss (EL), and structural credit models.
Apply Altman Z-score and credit evaluation metrics to assess bankruptcy risk and corporate creditworthiness.
Evaluate borrower risk using working capital analysis, unhedged foreign currency exposure (UFCE), and financial statements.
Construct internal credit ratings and justify lending decisions using institutional rating practices and lender "ways out" strategies.
