Strategic Management of Credit Risk and Loan Policy - FINS5534
Faculty: Australian School of Business
School: School of Banking and Finance
Course Outline: FINS5534 Course Outline
Campus: Sydney
Career: Postgraduate
Units of Credit: 6
EFTSL: 0.12500 (more info)
Indicative Contact Hours per Week: 3
Enrolment Requirements:
Prerequisite: FINS5513 or enrolment in program 8406.
CSS Contribution Charge: 3 (more info)
Tuition Fee: See Tuition Fee Schedule
Further Information: See Class Timetable
View course information for previous years.
Description
Focus is on latest approach to loan portfolio analysis and credit risk modelling. Topics include overview of credit risk management; the economics of credit; retail credit risk; debt structure and financial distress; overall company analysis; company risk measurement and credit rating; contingent claim approach, credit migration approach, actuarial and reduced-form approach to credit risk measurement; credit portfolio management; credit mitigation.
Study Levels
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