The Measurement and Management of Credit Risk II
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Overview
Description
This course is a continuation of Finance 9855, The Measurement and Management ofCredit Risk I. It extends the analysis of individual loans and borrowers to issues of the measurement andanalysis of groups and portfolios of loans. It covers loan concentration risk, risk models based on ratings migrations, models appropriate for the evaluation of insurance firm risks, and the analytical derivation anduse of risk-adjusted return on capital. This course also introduces students to the concepts and uses of creditderivatives.
Career
Graduate
Credits
Value
1.5
Max
1.5
Min
1.5
Course Count
1
Number Of Credits
1.5
Number Of Repeats
1
Repeatable
No
Contact Use
Yes
Generate Attendance
No
Left Use
Yes
Present Use
Yes
Reason Use
Yes
Tardy Use
Yes
Template Override
No
Time Use
Yes
Attendance Type
Class Meeting
Auto Create
No
Code
LEC
Instructor Contact Hours
1.5
Default Section Size
30
Final Exam Type
Yes
Include in Dynamic Date Calc
No
Instruction Mode
In Person
LMS File Type
Blackboard CourseInfo 4
Name
Lecture
OEE Workload Hours
0
Optional Component
No
Preferred Room Features
Academic Scheduling
Workload Hours
1.5