25752 Bank Lending and Analytics6cp
Requisite(s): 25741 Capital Markets
These requisites may not apply to students in certain courses.
There are course requisites for this subject. See access conditions.
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.
Detailed subject description.