ECFS896: Credit Portfolio Management
This unit covers techniques of credit risk management, with emphasis on portfolio models. Models measuring probability of default and loss given default are covered. The unit then deals with credit portfolio management and examines portfolio models. Credit capital allocation in banks is covered, as are techniques of active portfolio management, such as credit derivatives and structured credit transactions.
| Credit Points: | 2 |
| Contact Hours: | -- |
| When Offered: |
E1 - Evening; Offered in the first half-year
E2 - Evening; Offered in the second half-year |
| Staff Contact: | Dr John Jarratt |
| Prerequisites: | (Admission to Master of Applied Finance or Postgraduate Certificate in Applied Finance) and ECFS865 and ECFS867 and ECFS868 |
| Corequisites: | |
| NCCWs: | |
| Unit Designations: | -- |
| Assessed As: | Graded |
| Offered By: |
Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |