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Management of Credit Risks
Specific learning aims include:1. Understand the drivers of credit risk2. Be familiar with methods to measure and manage credit risk3. Be able to discuss the role of credit derivatives in credit risk management4. Understand the features of structured products such as mortgage-backed securities5. Illustrate the valuation of fixed-income securities with and without embedded options6. Demonstrate a strong understanding of the Global Financial Crisis 2007-20097. 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
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
Students must attend one activity from each section.
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 $1,066.00
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 .