Postgraduate Course: Credit Risk Management (CMSE11122)
||College||College of Humanities and Social Science
||Availability||Available to all students
|Credit level (Normal year taken)||SCQF Level 11 (Postgraduate)
|Home subject area||Common Courses (Management School)
||Other subject area||None
||Taught in Gaelic?||No
|Course description||This course introduces students to the theories and practices in credit risk management. Students will consider the application of credit scoring and the methods for credit scoring using scorecards. In particular, students will learn certain techniques required by a lender for effective loan management and for compliance with capital requirement regulations.
This course build on students&© knowledge gained in the core courses of the MSc Marketing and Business Analysis programme, therefore complementing the other courses and minimising overlap of materials.
Information for Visiting Students
|Pre-requisites||Business School Postgraduate Students Only
|Displayed in Visiting Students Prospectus?||No
Course Delivery Information
|Delivery period: 2011/12 Semester 2, Available to all students (SV1)
||WebCT enabled: Yes
|No Classes have been defined for this Course|
||First class information not currently available|
|Main Exam Diet S2 (April/May)||Credit Risk Management||2:00|
Summary of Intended Learning Outcomes
|A. Knowledge and understanding of
* the estimation, implementation and evaluation of credit risk assessment methods for individual loans to corporate and retail borrowers;
* methods of monitoring and tracking model performance;
* methods of measuring and assessing the credit risk of portfolios of loans;
* the regulation of risk capital within a financial institution;
* the nature of the regulation of bank capital in the G10 countries and the requirements and difficulties of complying with that regulation.
B. Intellectual skills
Students will develop analytical skills such as:
* the ability to quantitatively interpret and understand the methodology and outputs of classification algorithms;
* the ability to quantitatively evaluate the predictive performance of classification algorithms;
* the ability to select appropriate quantitative methods to model repayment performance by individuals and companies.
C. Professional/subject specific/practical skills
Students will gain:
* a basic ability to model the probability of default for a sample of loans;
* the ability to assess the performance of credit scoring models;
* the ability to make recommendations on how a lender can comply with regulatory capital requirements;
* an ability to understand, speak and write the language of credit risk analysis.
D. Transferable skills
By the end of the course students will be expected to:
* be able to communicate technically complex issues coherently and precisely;
* be able to advance reasoned and factually supported arguments in written work;
* have acquired lifelong learning skills and personal development so as to be able to work with self-direction;
* have skills in time management and prioritisation.
|Assessment of this course is through an exam (weighted 100%). The degree exam will be in the April/May diet of examinations.|
|Course organiser||Dr Galina Andreeva
Tel: (0131 6)51 3293
|Course secretary||Ms Genevieve Whitson
Tel: (0131 6)51 5671
© Copyright 2011 The University of Edinburgh - 16 January 2012 5:50 am