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Contact: Edwards,Thomas Victor
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Campus: Kensington Campus
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Career: Undergraduate
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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: FINS1612, FINS1613
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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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