The Measurement and Management of Credit Risk I
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Overview
Subject area
FIN
Catalog Number
9854
Course Title
The Measurement and Management of Credit Risk I
Department(s)
Description
This is the first in a sequence of two courses on modern credit analysis andmanagement. This course focusses on the analysis of the risks of individual loans and borrowers. It coversseveral analytical models of credit risk, including both structural and reduced form models, among others. Itdeals with estimation and testing of the models, with a view toward characterizing and illustrating current andevolving industry standards and practices.
Typically Offered
Fall, Spring, Summer
Academic Career
Graduate
Liberal Arts
No
Credits
Minimum Units
1.5
Maximum Units
1.5
Academic Progress Units
1.5
Repeat For Credit
No
Components
Name
Lecture
Hours
1.5
Requisites
028023
Course Schedule
Schedule
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