Managing credit risk

Basic Information

E009 (2+0+2) - 4 ECTS credits

Learn what credit risk is. Learn a part of credit risk theory. Learn what are the factors that influence the riskiness for companies, small businesses, retail. Learn how to create scoring / rating models. Learn to validate scoring / rating models. Learn the basic concepts of Basel 3 standards. The emphasis is on building, testing and implementing scoring models in practice. Through this course, students work on real data from credit institutions.

 

You can access the course content at the following link: PDF

Teachers

  • Instructor: Dr. Nataša Šarlija, Full Professor

Basic literature

  1. Caouette, J.B., Altman, E.I., Narayanan, P., Managing Credit Risk, John Wiley &Sons, New York, 1998.
  2. Siddiqi, N., Credit Risk Scorecard, John Wiley & Sons, Inc., New Yersey, 2006.
  3. N. Šarlija, Recenzirani nastavni materijali dostupni na web stranici predmeta.

Additional literature

Teaching materials

The materials are available on the internal Teams channel of the course, through which all internal communication takes place. Students are required to register on the course’s Teams channel. The channel code for joining the course can be found in the schedule.