FINC629-20T2 (C) Term Two 2020

Credit Risk Management

15 points

Details:
Start Date: Monday, 27 April 2020
End Date: Sunday, 21 June 2020
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 8 May 2020
  • Without academic penalty (including no fee refund): Friday, 5 June 2020

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 2020

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Wednesday 14:00 - 16:00 Online Delivery 27 Apr - 31 May
Lecture B
Activity Day Time Location Weeks
01 Friday 14:00 - 16:00 Online Delivery 27 Apr - 31 May

Course Coordinator

Huong Dang

Textbooks / Resources

Recommended Reading

Jorion, Philippe; Financial risk manager handbook plus test bank : FRM Part I/Part II; 6th ed; John Wiley & Sons, 2011.

Petitt, Barbara S. Pecherot et al; Fixed income analysis; Third edition ; John Wiley & Sons, Inc., 2015.

Indicative Fees

Domestic fee $982.00

* 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

  • FINC629-20S1 (C) Semester One 2020 - Not Offered
  • FINC629-20T2 (C) Term Two 2020