UMD BUFN 746 Entire Class

University of Maryland BUFN 746 Enterprise and Credit Risk Management Entire Class

Surveys the theory and practice of credit risk identification, measurement, and mitigation along with understanding the principles of enterprise risk governance and risk-adjusted returns. The course examines how to develop credit loss distributions via Monte Carlo simulation or copula methodologies for consumer assets such as mortgages, credit cards, and auto loans, developing commercial loan scorecards for rating credit risk. Pricing and use of various credit structures such as credit default swaps, collateralized debt obligations, and credit-linked notes are examined.

Note: This entire class includes discussions, assignments, course projects, and exams.