Brief Course Description
1. Course Title:
Credit Risk Modeling
2. Language of Instruction:
Tiếng Việt
3. Course Code:
BAN506044
4. Credits:
3
5. Course Objectives:
After completing this course, students will have sufficient knowledge about credit risk management
- Understand the urgency of credit risk assessment in risk management activities of Commercial Banks and Investment Banks.
- Master the risk management models for each customer and credit portfolio that have been built and applied by typical banks.
- Apply and adjust credit risk management models to adapt to the conditions of Vietnam and the characteristics of each bank
6. Brief Description of Course Content:
The Credit Risk Modeling course is designed to enable students to develop skills at analyzing market information, thus selecting an appropriate model for customer credit risk assessment. In addition, the core topics which are listed below will help students be able to apply techniques and methods to evaluate and also manage credit risk in commercial and investment banks. Those are: Firstly, the crucial role of credit risk assessment in risk management in both commercial and investment banks. Secondly, being able to use the risk management models for individual cases and to manage the credit portfolio that have been developed and implemented in banks. Thirdly, being able to apply and adjust the credit risk management models to adapt with the operations in particular banks and the conditions of Vietnam.