CREDIT RISK MANAGEMENT
FIN5CRM
2020
Credit points: 15
Subject outline
Credit risk is one of the key risks facing the financial services industry. It has received considerable attention by regulators following the global financial crisis. In this subject you will examine a range of credit risk models and management techniques applied to credit sensitive assets. You will survey the current regulatory environment affecting risk management frameworks at banks and apply models to measure credit and counterparty risks. You will also have a hands-on approach and apply a range of strategies and models often used by the industry. This subject is one of three subjects which consider how to measure and manage a financial services firm exposure to market, credit and operational risk. Taken together these three subjects form the Financial Risk Management specialisation of the Master of Financial Analysis degree which is aligned with the curriculum of the GARP FRM designation.
School: La Trobe Business School (Pre 2022)
Credit points: 15
Subject Co-ordinator: Doureige Jurdi
Available to Study Abroad/Exchange Students: Yes
Subject year level: Year Level 5 - Masters
Available as Elective: No
Learning Activities: N/A
Capstone subject: No
Subject particulars
Subject rules
Prerequisites: N/A
Co-requisites: FIN5DER
Incompatible subjects: N/A
Equivalent subjects: N/A
Quota Management Strategy: N/A
Quota-conditions or rules: N/A
Special conditions: N/A
Minimum credit point requirement: N/A
Assumed knowledge: N/A
Learning resources
Risk Management and Financial Institutions
Resource Type: Book
Resource Requirement: Prescribed
Author: Hull
Year: 2018
Edition/Volume: N/A
Publisher: Wiley
ISBN: N/A
Chapter/article title: N/A
Chapter/issue: N/A
URL: N/A
Other description: N/A
Source location: N/A
Career Ready
Career-focused: No
Work-based learning: No
Self sourced or Uni sourced: N/A
Entire subject or partial subject: N/A
Total hours/days required: N/A
Location of WBL activity (region): N/A
WBL addtional requirements: N/A
Graduate capabilities & intended learning outcomes
Graduate Capabilities
Intended Learning Outcomes
Melbourne (Bundoora), 2020, Semester 2, Day
Overview
Online enrolment: Yes
Maximum enrolment size: N/A
Subject Instance Co-ordinator: Doureige Jurdi
Class requirements
LectureWeek: 31 - 43
One 2.00 hours lecture per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
TutorialWeek: 31 - 43
One 1.00 hour tutorial per week on weekdays during the day from week 31 to week 43 and delivered via face-to-face.
Assessments
| Assessment element | Category | Contribution | Hurdle | % | ILO* |
|---|---|---|---|---|---|
Two hour final examinationEquivalent to 2000 words | N/A | N/A | No | 50 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |
One hour mid-semester examinationEquivalent to 1000 words | N/A | N/A | No | 10 | SILO1, SILO2, SILO3, SILO4, SILO6 |
Online and/or in-class formative assessment tasksEquivalent to 500 words | N/A | N/A | No | 10 | SILO2, SILO3, SILO5 |
Individual assignment2000 word individual assignment | N/A | N/A | No | 30 | SILO1, SILO2, SILO3, SILO4, SILO5, SILO6 |