Strategic Management of Credit Risk and Loan Policy - FINS5534

Faculty: UNSW Business School

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

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.