CREDIT RISK MANAGEMENT
FIN5CRM
Not currently offered
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.
SchoolLa Trobe Business School
Credit points15
Subject Co-ordinatorDoureige Jurdi
Available to Study Abroad/Exchange StudentsYes
Subject year levelYear Level 5 - Masters
Available as ElectiveYes
Learning ActivitiesLectures and tutorials
Capstone subjectNo
Subject particulars
Subject rules
PrerequisitesN/A
Co-requisitesFIN5DER
Incompatible subjectsN/A
Equivalent subjectsN/A
Quota Management StrategyN/A
Quota-conditions or rulesN/A
Special conditionsN/A
Minimum credit point requirementN/A
Assumed knowledgeN/A
Readings
Risk Management and Financial Institutions
Resource TypePrescribed
Resource RequirementN/A
AuthorHull
Year2018
Edition/VolumeN/A
PublisherWiley
ISBNN/A
Chapter/article titleN/A
Chapter/issueN/A
URLN/A
Other descriptionN/A
Source locationN/A
Career Ready
Career-focusedNo
Work-based learningNo
Self sourced or Uni sourcedN/A
Entire subject or partial subjectN/A
Total hours/days requiredN/A
Location of WBL activity (region)N/A
WBL addtional requirementsN/A
Graduate capabilities & intended learning outcomes
Graduate Capabilities
Intended Learning Outcomes
Subject options
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