This comprehensive course equips learners with the knowledge and practical tools to analyze, evaluate, and apply key credit risk modeling techniques used in modern financial institutions. Through a blend of theoretical frameworks and real-world case studies, learners will explore foundational concepts such as Probability of Default (PD), Loss Given Default (LGD), and Expected Loss (EL), progressing into structural models like Merton鈥檚 approach and market-based credit assessment methods.
Credit Risk Modeling
Gain insight into a topic and learn the fundamentals.
4.9
(14 reviews)
Beginner level
Recommended experience
4 hours to complete
Flexible schedule
Learn at your own pace
Skills you'll gain
Details to know
Shareable certificate
Add to your LinkedIn profile
Recently updated!
July 2025
Assessments
9 assignments
Taught in English
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There are 3 modules in this course
This module introduces the essential principles of credit risk, exploring the fundamental models used to measure and manage credit exposure. It covers key parameters such as probability of default, loss given default, and the development of structural credit models through practical numerical insights.
What's included
7 videos3 assignments
This module explores scoring systems like credit ratings and Altman Z-scores, emphasizing their application in evaluating bankruptcy risks. It also analyzes real-world case studies from the airline industry to interpret credit signals and assess financial health using evaluation metrics.
What's included
7 videos3 assignments
This module dives into advanced credit assessment tools including working capital modeling, unhedged currency exposure, and internal rating systems. It emphasizes spreadsheet-based analysis and alternative repayment options (ways out) to reinforce institutional lending practices.
What's included
7 videos3 assignments
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4.9
14 reviews
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Showing 3 of 14
AC
5
Reviewed on Sep 24, 2025
I enjoyed learning about the lender 鈥渨ays out鈥� strategies. It gave me a new perspective on how
II
5
Reviewed on Sep 22, 2025
This course provides a fantastic introduction to understanding and managing credit risk.
I
5
Reviewed on Sep 1, 2025
The explanation of Merton鈥檚 model was very clear. I had struggled with this topic before but now
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