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Credit Portfolio Management - ECFL896
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 Financial Risk Management 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; and credit derivatives and structured credit; and counterparty credit risk.
| Credit Points: | 2 |
| When Offered: | TBD - Not offered in the current year; next offering is to be determined |
| Staff Contact(s): | Dr Casey Lim, Associate Professor Elizabeth Sheedy |
| Prerequisites: | |
| Corequisites: | |
| NCCW(s): | ECFS896 |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
For unit timetable information and session dates for external offerings please visit the Timetables@Macquarie Website.