Register to study through Unisa
|
|
NQF level: |
Credits: |
Module presented in |
|
Purpose: Content:
Introduction to credit risk
Origination of credit risk
Importance of managing credit risk
Major players
Measuring credit risk
Credit risk metrics
Probability of Default (PD)
Loss Given Default (LGD)
Expected at Default (EAD)
Basis Credit Models
Other important metrics
Credit value-at-risk
Credit risk assessment
Financial assessment ratios
Credit scoring
Credit rating agencies
Purpose of rating agencies
How ratings came about
The rating process
Rating agencies
Credit Bureaus
Banking credit risk
Capital adequacy
Credit risk regulation - Basel Capital Accord
|