Monash

Semester 1, 2018


Credit Analysis Complete Exam Revision

16 pages

7,025 words

$34.00

Description

A complete and concise summary of the theory part of the syllabus for finals (covers everything except the first 5 weeks of practical case study). Organized for quick reading and also good for comprehensive memorizing. Appropriate graphics and charts attached for further understanding. Chapters 4-18 summarized and covered comprehensively:
CHAPTER 4 – MEASUREMENT OF CREDIT RISK
CHAPTER 5 – DYNAMIC CREDIT EXPOSURE
CHAPTER 6 – FUNDAMENTAL CREDIT ANALYSIS
CHAPTER 7 - ALTERNATIVE ESTIMATIONS OF CREDIT QUALITY
CHAPTER 8 - SECURITIZATION
CHAPTER 9 – CREDIT PORTOLIO MANAGEMENT
CHAPTER 10 – ECONOMIC CAPITAL AND CREDIT VALUE AT RISK (CVaR)
CHAPTER 11- REGULATION
CHAPTER 12 – ACCOUNTING IMPLICATIONS OF CREDIT RISK
CHAPTER 13 - MITIGATING DERIVATIVE COUNTERPARTY CREDIT RISK
CHAPTER 14 - STRUCTURAL MITIGATION
CHAPTER 15 – CREDIT INSURANCE, SURETY BONDS AND LOC
CHAPTER 16 – CREDIT DERIVATIVES
CHAPTER 17 – COLLATERAL DEBT OBLIGATIONS (CDOs)
CHAPTER 18 – BANKRUPTCY