fin5crm credit risk mgt
CREDIT RISK MANAGEMENT
FIN5CRM
2014
Credit points: 15
Subject outline
Credit risk is a new frontier in finance post the global financial crisis. Credit risk is the risk of financial loss due to a counterparty failure to perform its contractual obligations. In this subject students will examine a range of credit risk models and management techniques applied to credit sensitive portfolios. The subject addresses recent regulatory and market developments related to credit and counterparty risks and provides a hands-on approach to applying a range of strategies and models used by the industry. This subject is one of three subjects which consider how to measure and manage a firm or portfolio's exposure to market, credit and operational risk, respectively. Taken together these three subjects form the specialisation which defines the Master of Financial Analysis (Financial Risk Management) and aligns it to the curriculum of the leading globally recognised professional accreditation in financial risk management, the Financial Risk Manager (FRM) accreditation.
FacultyFaculty of Business, Economics and Law
Credit points15
Subject Co-ordinatorDoureige Jurdi
Available to Study Abroad StudentsYes
Subject year levelYear Level 5 - Masters
Exchange StudentsYes
Subject particulars
Subject rules
PrerequisitesN/A
Co-requisites FIN5DER
Incompatible subjectsN/A
Equivalent subjectsN/A
Special conditionsN/A
Subject options
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Melbourne, 2014, Semester 2, Day
Overview
Online enrolmentYes
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorDoureige Jurdi
Class requirements
TutorialWeek: 31 - 43
One 1.0 hours tutorial per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
LectureWeek: 31 - 43
One 2.0 hours lecture per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
Assessments
| Assessment element | Comments | % |
|---|---|---|
| Group written assignment, excel project and oral presentation | 25 | |
| one 3-hour final examination | Hurdle requirement: Students must achieve at least 50% in the final examination as well as a total of 50% in the sum of the marks for all assessment tasks to pass the unit | 50 |
| one 90 minute mid-semester examination | 25 |