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Management of Credit Risks
Specific leaning aims include an understanding of:- 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- The valuation of fixed income securities with and without embedded options- The strengths and weaknesses of portfolio credit risk models- Global financial crisis 2007-2009
Subject to approval of the Head of Department
Huong Dang
Fabozzi, Frank J. , Anson, Mark Jonathan Paul; Fixed income analysis ; 2nd ed; John Wiley & Sons, 2007.
Jorion, Philippe; Financial risk manager handbook plus test bank : FRM Part I/Part II ; 6th ed; John Wiley & Sons, 2011.
Domestic fee $992.00
International Postgraduate fees
* All fees are inclusive of NZ GST or any equivalent overseas tax, 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 .