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Strategic Management of Credit Risk and Loan Policy - FINS5534
 Students studying

   
   
   
 
Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite or corequisite: FINS5513 or enrolment in program 8406.
 
 
Fee Band: 3 (more info)
 
 
Further Information: See Class Timetable
 
  

Description

Focus is on latest approaches to loan portfolio selection and credit risk modelling. Topics include: credit scoring; credit ratings and default probabilities; pricing bonds and loans as options; reduced-form models; simulation-based approaches; capital structure and risk return analysis; overview of credit risk markets. Includes Excel-based project on portfolio credit risk.

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