FINC629-26S1 (C) Semester One 2026

Credit Risk Management

15 points

Details:
Start Date: Monday, 16 February 2026
End Date: Sunday, 21 June 2026
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Sunday, 1 March 2026
  • Without academic penalty (including no fee refund): Sunday, 10 May 2026

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.

Prerequisites

Subject to approval of the Head of Department

Timetable 2026

Students must attend one activity from each section.

Lecture A
Activity Day Time Location Weeks
01 Thursday 13:00 - 15:00 Rehua 429
16 Feb - 29 Mar
20 Apr - 24 May
Lecture B
Activity Day Time Location Weeks
01 Thursday 12:00 - 15:00 Jack Erskine 446
25 May - 31 May

Course Coordinator

Huong Dang

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 $1,198.00

* 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

  • FINC629-26S1 (C) Semester One 2026
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