Postgraduate Course: Credit Risk Management (CMSE11122)
Course Outline
| School | Business School |
College | College of Humanities and Social Science |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Available to all students |
| SCQF Credits | 15 |
ECTS Credits | 7.5 |
| Summary | 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.
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| Course description |
Not entered
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Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
Students MUST have passed:
Business Statistics and Forecasting (CMSE11080)
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Co-requisites | |
| Prohibited Combinations | |
Other requirements | For Business School PG students only, or by special permission of the School. Please contact the course secretary. |
Information for Visiting Students
| Pre-requisites | Business School Postgraduate Students Only |
Course Delivery Information
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| Academic year 2014/15, Available to all students (SV1)
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Quota: None |
| Course Start |
Semester 2 |
Timetable |
Timetable |
| 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 )
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| Assessment (Further Info) |
Written Exam
100 %,
Coursework
0 %,
Practical Exam
0 %
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| Additional Information (Assessment) |
Assessment of this course is through an exam (weighted 100%). |
| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
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| Main Exam Diet S2 (April/May) | Credit Risk Management | 2:00 | |
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.
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Additional Information
| Graduate Attributes and Skills |
Not entered |
| Keywords | CRM |
Contacts
| Course organiser | Dr Galina Andreeva
Tel: (0131 6)51 3293
Email: Galina.Andreeva@ed.ac.uk |
Course secretary | Miss Ashley Harper
Tel: (0131 6)51 5671
Email: Ashley.Harper@ed.ac.uk |
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