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Campus: Kensington Campus
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Career: Postgraduate
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Units of Credit: 6
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Contact Hours per Week: 3
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Enrolment Requirements:
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Prerequisite: enrolment in program 8406
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Equivalent: FINS6685
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Description
This course is an advanced course in the management of financial service firms and the development of risk management systems. It will deal with advanced methods of measuring financial risk within financial institutions including risk measures, value at risk and CreditMetrics. Methodologies for dealing with these risks will also be investigated, including regulatory controls, capital management, risk rating of loans, securitisation and methods of dealing with credit products.
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