Advanced Credit Risk Modeling - IT Sector

Course Overview

This course equips learners with the analytical tools and modeling techniques necessary to assess, interpret, and manage corporate credit risk. Using real-world financial data from two companies, participants will explore the complete credit risk lifecycle—from fundamental financial statement analysis to advanced structural and market-based models such as the Altman Z-Score and Merton’s Model. Learners will develop the ability to calculate unlevered free cash flow (UFCE), assess working capital movements, and compare financial profiles using key evaluation metrics. Through this structured approach, participants will be able to synthesize financial findings, assign internal ratings, formulate risk-adjusted exit strategies, and present well-supported credit recommendations. The course emphasizes critical thinking and decision-making using Bloom’s Taxonomy levels including analyze, evaluate, and formulate, fostering applied proficiency in credit risk assessment and recommendation development.