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Credit Analysis and Lending - FINS3634 | |||||||||||||||||||||||||||||||||||||||||||||||
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.
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