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Credit Analysis and Lending - FINS3634
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Faculty: Australian School of Business
 
 
School:  School of Banking and Finance
 
 
Course Outline: http://banking.web.unsw.edu.au/
 
 
Campus: Kensington Campus
 
 
Career: Undergraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite: FINS1612, FINS1613
 
 
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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© The University of New South Wales (CRICOS Provider No.: 00098G), 2004-2011. The information contained in this Handbook is indicative only. While every effort is made to keep this information up-to-date, the University reserves the right to discontinue or vary arrangements, programs and courses at any time without notice and at its discretion. While the University will try to avoid or minimise any inconvenience, changes may also be made to programs, courses and staff after enrolment. The University may also set limits on the number of students in a course.