Advanced Credit Risk Modeling - IT Sector

About this course

Build advanced skills in credit risk modeling by learning how to analyze financial statements, evaluate corporate creditworthiness, and develop evidence-based credit recommendations. In this course, you will work with financial data from two companies to assess credit risk using both financial statement analysis and structural credit risk models. You will begin by analyzing income statements, balance sheets, and cash flow statements before comparing financial performance across companies. Next, you will apply the Altman Z-Score to assess bankruptcy risk and explore the Merton Model to evaluate market-based credit risk using asset volatility and distance to default. You will also construct unlevered free cash flow (UFCE) models, analyze working capital movements, and evaluate multi-year financial trends using key financial metrics. As you progress, you will integrate your analyses to assign internal credit ratings, formulate risk-adjusted exit strategies, and develop well-supported credit recommendations. Throughout the course, you will strengthen your ability to analyze, evaluate, synthesize, and formulate decisions using practical financial data. This course is ideal for learners seeking to deepen their knowledge of corporate credit analysis and advanced credit risk assessment. By the end of the course, you will be equipped to interpret financial information, apply established credit risk models, compare company credit profiles, and produce comprehensive, data-driven credit recommendations.

Course objectives

• Deepen knowledge of corporate credit analysis
• Strengthen analytical and evaluative skills using financial data