Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: Josep Vives i Santa Eulàlia[en] In this report we calculate individual risk of default from companies. To do so, we will first study the principles of Multivariate Analysis and then we will discuss some notions from Machine Learning. The final goal will be programming a tool able to sort out companies according to its risk of default and to learn from future cases.