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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Start date between: and    Key dates

Melbourne, 2014, Semester 2, Day

Overview

Online enrolmentYes

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorDoureige Jurdi

Class requirements

Tutorial Week: 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.

Lecture Week: 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 elementComments%
Group written assignment, excel project and oral presentation25
one 3-hour final examinationHurdle 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 unit50
one 90 minute mid-semester examination25