5.0
Reviewed Sep 21, 2025This course provides a fantastic introduction to understanding and managing credit risk.
The concepts are explained clearly and provide a strong foundation for understanding how financial institutions assess credit risk.
Credit Risk Modeling
Build practical credit risk modeling skills and learn how financial institutions evaluate and manage borrower risk. Designed for aspiring risk analysts, finance professionals, banking practitioners, and advanced finance students, this course develops your understanding of Probability of Default (PD), Loss Given Default (LGD), Expected Loss (EL), and structural and reduced-form credit risk models. You’ll apply the Altman Z-Score to assess bankruptcy risk, interpret credit ratings and evaluation metrics, and examine airline industry cases to identify credit signals and evaluate financial health. You’ll also analyze financial statements, working capital needs, and unhedged foreign currency exposure (UFCE), then use these insights to assess borrower exposure and determine appropriate credit structures. As you progress, you’ll explore internal rating systems, red-flag indicators, parent support structures, and lender “ways out” strategies. By the end, you’ll be able to compare credit models, evaluate corporate creditworthiness, and construct an internal risk assessment framework. The course’s structured progression—from foundational models and numerical examples to industry cases and institutional lending practices—helps you connect financial analysis with evidence-based credit decisions. Enroll to strengthen your ability to assess credit risk using established, industry-relevant techniques.
Status: Risk Modeling
Status: Probability
BeginnerCourse6 hours
Featured reviews
5.0
Reviewed Sep 2, 2026The concepts are explained clearly and provide a strong foundation for understanding how financial institutions assess credit risk.
5.0
Reviewed Sep 6, 2025I really liked the section on airline industry case studies. It gave me a real-world view of how credit ratings are applied.
5.0
Reviewed Aug 31, 2025The explanation of Merton’s model was very clear. I had struggled with this topic before but now it finally makes sense.
5.0
Reviewed Aug 25, 2025The case studies were my favorite part. They made the concepts practical and easy to connect with real industries.
5.0
Reviewed Sep 3, 2025The course covers everything from the basics to advanced models, which makes it perfect for both beginners and professionals.
5.0
Reviewed Aug 22, 2025This course gave me a solid understanding of credit risk. I now know how to calculate PD, LGD, and EL with confidence.
5.0
Reviewed Aug 28, 2025I learned how to use Altman Z-scores for bankruptcy prediction, and it’s something I can apply directly in my studies and work.
5.0
Reviewed Sep 9, 2025Before this course, I was confused about unhedged foreign currency exposure, but now I can evaluate it confidently.
5.0
Reviewed Sep 16, 2025This course made me more confident in working with corporate credit evaluation and internal rating systems.
5.0
Reviewed Sep 19, 2025The instructor explained difficult topics like working capital analysis in such a simple way that I could easily follow along.
5.0
Reviewed Sep 23, 2025I enjoyed learning about the lender “ways out” strategies. It gave me a new perspective on how banks handle risk.
All reviews
Showing: 17 of 17
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Most Helpful
Ntxaihuab
5.0
Reviewed Sep 3, 2026Arifa
5.0
Reviewed Aug 28, 2025I learned how to use Altman Z-scores for bankruptcy prediction, and it’s something I can apply directly in my studies and work.
Kabir
5.0
Reviewed Sep 20, 2025The instructor explained difficult topics like working capital analysis in such a simple way that I could easily follow along.
Shayla
5.0
Reviewed Sep 14, 2025The balance of theory and practice was excellent. I could immediately see how the models connect to real financial decisions.
Maya
5.0
Reviewed Sep 3, 2025The course covers everything from the basics to advanced models, which makes it perfect for both beginners and professionals.
Alvina
5.0
Reviewed Sep 6, 2025I really liked the section on airline industry case studies. It gave me a real-world view of how credit ratings are applied.
Ifra
5.0
Reviewed Aug 31, 2025The explanation of Merton’s model was very clear. I had struggled with this topic before but now it finally makes sense.
Verda
5.0
Reviewed Aug 22, 2025This course gave me a solid understanding of credit risk. I now know how to calculate PD, LGD, and EL with confidence.
Zack
5.0
Reviewed Sep 10, 2025Before this course, I was confused about unhedged foreign currency exposure, but now I can evaluate it confidently.
Zella
5.0
Reviewed Aug 25, 2025The case studies were my favorite part. They made the concepts practical and easy to connect with real industries.
Alva
5.0
Reviewed Sep 24, 2025I enjoyed learning about the lender “ways out” strategies. It gave me a new perspective on how banks handle risk.
Lyn
5.0
Reviewed Sep 17, 2025This course made me more confident in working with corporate credit evaluation and internal rating systems.
ionaburris
5.0
Reviewed Sep 22, 2025This course provides a fantastic introduction to understanding and managing credit risk.
Ankur
5.0
Reviewed Jul 30, 2025Amazing, this course was great.
Panagiotis
5.0
Reviewed Jan 10, 2026nice
Ha
5.0
Reviewed May 15, 2026ok
MD
1.0
Reviewed Jul 3, 2026This is a low quality course. Even the reference of balance sheet used is not properly scanned. Better go for some other course