FINC629-19S2 (C) Semester Two 2019

Credit Risk Management

15 points
15 Jul 2019 - 10 Nov 2019

Description

Management of Credit Risks

Learning Outcomes

Upon completing this course, students should have a strong understanding of the following:
- The drivers of credit risk
- Methods to measure and manage credit risk
- The role of credit derivatives in credit risk management
- The features of structured products such as mortgage-backed securities and collateralised debt obligations.
- The valuation of fixed income securities with and without embedded options
- The strengths and weaknesses of portfolio credit risk models

University Graduate Attributes

This course will provide students with an opportunity to develop the Graduate Attributes specified below:

Critically competent in a core academic discipline of their award

Students know and can critically evaluate and, where applicable, apply this knowledge to topics/issues within their majoring subject.

Employable, innovative and enterprising

Students will develop key skills and attributes sought by employers that can be used in a range of applications.

Globally aware

Students will comprehend the influence of global conditions on their discipline and will be competent in engaging with global and multi-cultural contexts.

Pre-requisites

Subject to approval of the Head of Department

Timetable 2019

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01-P1 Tuesday 14:00 - 16:00 Karl Popper 508 29 Jul - 25 Aug
9 Sep - 20 Oct
01-P2 Friday 13:00 - 15:00 Meremere 105 Lecture Theatre 15 Jul - 28 Jul

Lecturer

Huong Dang

Assessment

Assessment Due Date Percentage  Description
Assignments 10%
Final test 50%
Term test 40% 2.5 hours, 2p.m. to 4.30p.m 20th August 2019 KP 508.

Notes

In order to pass the course, you must obtain:
(i) A mark of 45% or better (out of 100 points scale) in the final exam; AND
(ii) An average mark of 50% or better overall

Indicative Fees

Domestic fee $962.00

* Fees include New Zealand GST and do not include any programme level discount or additional course related expenses.

Minimum enrolments

This course will not be offered if fewer than 5 people apply to enrol.

For further information see Department of Economics and Finance.

All FINC629 Occurrences

  • FINC629-19S2 (C) Semester Two 2019