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MSRM 755 - Credit Risk Management (2)

This course investigates the role of credit risk in fixed income portfolios. Models of default and recovery rates, counterparty risk in derivative contracts, and structured products arisen from asset securitization are developed to manage credit risk. Prerequisites: ECON 752 or MSRM 752. Restricted to Financial Analysis, Investor Relations, Business Administration, Business Administration, Business Administration, Business Administration, Financial Analysis, and Risk Management majors.