Course Information

FRE6751 Credit Risk Measurement and Management

Credits: 1.50

This course deals with issues in credit-risk measurement, credit-risk management and related areas in which credit considerations are important. These issues arise in credit-rating activity, credit extension by banks and other financial services and in derivative markets where counter-party risk is perceived to be an important management issue.

Co-requisite: FE 6711.

Additional material: FRE 6751 Credit Risk Management and Measurement.pdf