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Credit Portfolio Management - ECFS896

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:

AFC Term 1 CBD - Applied Finance Centre, City Campus, January to March

AFC Term 4 MB - Applied Finance Centre, Melbourne Campus, September to December

Staff Contact(s): Mr Max Morley

(Admission to MAppFin or GradDipAppFin) and ECFS868 Prerequisite Information


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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