Department: MSc Finance
Module Description: The purpose of this module is to provide a solid understanding of the credit risks that a portfolio of credit assets is exposed and the techniques employed to study and quantify the associated exposure.
Bouteille, S., Coogan-Pushner, D. (2013). The handbook of credit risk management: originating, assessing, and managing credit exposures. Wiley-Finance.
Joseph, C. (2013). Advanced credit risk analysis and management. Wiley Finance.
Van Deventer, D.R., Imai, K. and Mesler, M. (2005). Advanced financial risk management: tools and techniques for integrated credit risk and interest rate risk. Wiley.