FINC629-24S1 (C) Semester One 2024

Credit Risk Management

15 points

Start Date: Monday, 19 February 2024
End Date: Sunday, 23 June 2024
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 3 March 2024
  • Without academic penalty (including no fee refund): Sunday, 12 May 2024


Management of Credit Risks

Learning Outcomes

Specific learning aims include:

1. Understand the drivers of credit risk
2. Be familiar with methods to measure and manage credit risk
3. Be able to discuss the role of credit derivatives in credit risk management
4. Understand the features of structured products such as mortgage-backed securities
5. Illustrate the valuation of fixed-income securities with and without embedded options
6. Demonstrate a strong understanding of the Global Financial Crisis 2007-2009
7. Apply advanced analytical skills to financial risk problems, integrate ESG criteria into your decision-making process, and understand the impacts of your decisions on people and the planet

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.


Subject to approval of the Head of Department

Timetable 2024

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Thursday 13:00 - 15:00 A7
19 Feb - 31 Mar
29 Apr - 26 May

Examinations, Quizzes and Formal Tests

Test A
Activity Day Time Location Weeks
01 Thursday 14:00 - 17:00 Rehua 329
27 May - 2 Jun

Course Coordinator

Huong Dang


Assessment Due Date Percentage  Description
Group presentation and report 27% Group presentation and report: Case study on sustainable finance
Group research project presentation 15% Group research project presentation
Group research project report 29% Group research project report
Test 29% Individual closed book test

Textbooks / Resources

Recommended Reading

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.

Indicative Fees

Domestic fee $1,066.00

* 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.

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

  • FINC629-24S1 (C) Semester One 2024