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Management of Credit Risks
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
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.
Students will comprehend the influence of global conditions on their discipline and will be competent in engaging with global and multi-cultural contexts.
Subject to approval of the Head of Department
Students must attend one activity from each section.
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
Domestic fee $962.00
International Postgraduate fees
* Fees include New Zealand GST and do not include any programme level discount or additional course related expenses.
This course will not be offered if fewer than 5 people apply to enrol.
For further information see
Department of Economics and Finance.