Financial Analytics and Banking

Catalog description

This course will cover empirical and analytical aspects of banking, including loan origination, syndication, sales, stress-testing and securitization; capital adequacy, regulation and supervision; methods of measuring and managing value at risk, credit risk, interest rate risk, liquidity risk, and other risk; credit market information, feedback, and signaling. Offered as BAFI 434 and FNCE 434 . Prereq: For Master of Finance or Advanced Quantitative Finance certificate students.