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Credit Portfolio Management - ECFS896
The purpose of this unit is for students to gain a working knowledge of credit risk management and credit models, with associated applications. The unit follows on from the credit topics in ECFS868 and aims to provide a more in-depth understanding of both credit fundamentals and the new tools of credit risk management that have emerged over the past decade. The unit covers: techniques of default prediction; an understanding of credit portfolio characteristics such as correlation; active credit portfolio management in banks; the regulatory environment; credit derivatives and structured credit; and counterparty credit risk.
| Credit Points: | 2 |
| When Offered: | AFC Jan CBD - Applied Finance Centre, City Campus, November 2012 to June 2013 AFC Jul CBD - Applied Finance Centre, City Campus, May to November |
| Staff Contact(s): | Mr Max Morley |
| Prerequisites: |
(Admission to MAppFin or PGCertAppFin) and ECFS865 and ECFS867 and ECFS868 |
| Corequisites: | |
| NCCW(s): | |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
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