Credit Portfolio Management - ECFL896
In this unit students are exposed to some of the key tools and techniques available for the assessment and management of credit risk in the context of portfolios of loans or other credit exposures. The unit follows on from the credit topics introduced in Financial Risk Management and aims to provide a more in depth understanding of portfolios of credit risk including characteristics such as correlation and concentration risk. Topics cover active credit portfolio management in banks; the regulatory environment; credit derivatives and structured credit (CDOs); and the rapidly developing area of 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 |
Course structures, including unit offerings, are subject to change.
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