FINC629-25S1 (C) Semester One 2025

Credit Risk Management

15 points

Details:
Start Date: Monday, 17 February 2025
End Date: Sunday, 22 June 2025
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 2 March 2025
  • Without academic penalty (including no fee refund): Sunday, 11 May 2025

Description

The course equips students with a thorough understanding of the measurement and management of credit risks, with a focus on sustainable finance. Topics covered include sustainability in fixed income investment and portfolio management, default risk, credit loss distribution, credit ratings, credit default swaps, fixed income instruments, fixed income valuation, mortgage-backed securities, and collateralised debt obligations. Assessments are designed to enhance students’ soft skills and to help them prepare to take the Chartered Financial Analyst (CFA) and the Financial Risk Manager (FRM) exams.

Learning Outcomes

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.

Prerequisites

Subject to approval of the Head of Department

Course Coordinator

For further information see Department of Economics and Finance Head of Department

Assessment

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

Indicative Fees

Domestic fee $1,130.00

* 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

  • FINC629-25S1 (C) Semester One 2025