25752 Bank Lending and Analytics

Description

In this subject, students develop the necessary analytics skills to meet the responsible lending standards of banks. Students develop a deep understanding of the bank lending cycle, including key features of consumer and corporate credit, loan structuring and underwriting, loan and loan portfolio risk management, IFRS 9 loan loss provisioning and Basel III bank capital allocation for single loans, loan portfolios and capital market transactions. Students learn how to make real-world credit approval decisions. Analysing loan-level performance data with data science software, students build predictive default and loss rate models. In addition, machine learning, model validation, visualisation and communication techniques are developed.