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DRPS : Course Catalogue : Business School : Common Courses (Management School)

Postgraduate Course: Credit Risk Management (CMSE11122)

Course Outline
SchoolBusiness School CollegeCollege of Humanities and Social Science
Course typeStandard AvailabilityAvailable to all students
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) Credits15
Home subject areaCommon Courses (Management School) Other subject areaNone
Course website None Taught in Gaelic?No
Course descriptionThis 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.
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Students MUST have passed: Business Statistics and Forecasting (CMSE11080)
Prohibited Combinations Other requirements For Business School PG students only, or by special permission of the School. Please contact the course secretary.
Additional Costs None
Information for Visiting Students
Pre-requisitesBusiness School Postgraduate Students Only
Displayed in Visiting Students Prospectus?No
Course Delivery Information
Delivery period: 2013/14 Semester 2, Available to all students (SV1) Learn enabled:  Yes Quota:  None
Web Timetable Web Timetable
Course Start Date 13/01/2014
Breakdown of Learning and Teaching activities (Further Info) Total Hours: 150 ( Lecture Hours 20, Supervised Practical/Workshop/Studio Hours 12, Summative Assessment Hours 2, Programme Level Learning and Teaching Hours 3, Directed Learning and Independent Learning Hours 113 )
Additional Notes
Breakdown of Assessment Methods (Further Info) Written Exam 100 %, Coursework 0 %, Practical Exam 0 %
Exam Information
Exam Diet Paper Name Hours & Minutes
Main Exam Diet S2 (April/May)Credit Risk Management2:00
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 Information
Assessment of this course is through an exam (weighted 100%).
Special Arrangements
Additional Information
Academic description Not entered
Syllabus Not entered
Transferable skills Not entered
Reading list Not entered
Study Abroad Not entered
Study Pattern Not entered
Course organiserDr Galina Andreeva
Tel: (0131 6)51 3293
Course secretaryMiss Malgorzata Litwinska
Tel: (0131 6)51 3028
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