Course Information
Price
HKD 33,450
CEF Reimbursable
CEF Reimbursable
Study Mode
Location
-
Course Overview
Assessment Methods / 評核方式
(A) Assessment Items and Their Weightings:(1) Coursework* (50%) (2) Exam (50%)[*Coursework: assignment(s)](B) Completion Requirements:(1) Pass both coursework & exam (Passing mark: 40%) (C) CEF Reimbursement Requirements:(1) Attendance: 70%(2) Pass both coursework & exam (Passing mark: 50%)
Entry Requirement / 入學要求
Bachelor's Degree holders
Instructor's Qualifications / 導師資歷
Master degree/PhD in relevant disciplines (e.g. Accounting, Finance)
QR Number / 資歷名冊登記號碼
15/002938/L6
QF Level / 資歷架構級別
6
CEF Registration Invalid From / 基金課程登記失效日期
27-JAN-27
(A) Assessment Items and Their Weightings:(1) Coursework* (50%) (2) Exam (50%)[*Coursework: assignment(s)](B) Completion Requirements:(1) Pass both coursework & exam (Passing mark: 40%) (C) CEF Reimbursement Requirements:(1) Attendance: 70%(2) Pass both coursework & exam (Passing mark: 50%)
Entry Requirement / 入學要求
Bachelor's Degree holders
Instructor's Qualifications / 導師資歷
Master degree/PhD in relevant disciplines (e.g. Accounting, Finance)
QR Number / 資歷名冊登記號碼
15/002938/L6
QF Level / 資歷架構級別
6
CEF Registration Invalid From / 基金課程登記失效日期
27-JAN-27
What You’ll Learn
(1) Classical approaches in credit analysis (3 hours) (2) Probability models on credit risk (3 hours) (3) Portfolio credit risk (3 hours) (4) CSFB's CreditRisk+ (3 hours) (5) J P Morgan's CreditMetrics (3 hours) (6) KMV model (3 hours) (7) McKinsey's CreditPortfolioView (3 hours) (8) Simulation models on credit risk (3 hours) (9) Credit derivatives and their pricing (3 hours) (10) Loan securitization and credit enhancements (3 hours) (11) Counterparty risk analysis (3 hours) (12) Country risk analysis (3 hours) (13) Banking regulation on credit risk (3 hours)
