Credit Risk Modeling
Completed by Nitesh Mathur
April 26, 2026
6 hours (approximately)
Nitesh Mathur's account is verified. Coursera certifies their successful completion of Credit Risk Modeling
What you will learn
Analyze PD, LGD, and EL, and compare structural and reduced-form credit risk models.
Apply the Altman Z-Score and evaluation metrics to assess bankruptcy risk and corporate creditworthiness.
Construct an internal risk assessment using financial statements, working capital, UFCE, and internal ratings.
Construct internal credit ratings and justify lending decisions using institutional rating practices and lender "ways out" strategies.
Skills you will gain
- Category: Working Capital
- Category: Risk Modeling
- Category: Credit Risk
- Category: Financial Statements
- Category: Risk Management Framework
- Category: Analysis
- Category: Health Assessment
- Category: Financial Statement Analysis
- Category: Lending and Underwriting
- Category: Finance
- Category: Risk Analysis
- Category: Probability
