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T2690 Risk Analytics

This document provides information about a course on Risk Analytics. The course is a 2-credit core course that deals with analytical methods for identifying and mitigating risk, with a focus on credit risk. The course content includes topics like defining risk metrics, common risk assessment tools, credit risk models, and validating credit rating models. The course includes both classroom lectures and laboratory sessions using statistical software. The learning outcome is to understand risk analytics and its applications. Students are evaluated through tests, a final practical exam using software, and case studies are also included.

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Siddhant Singh
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70 views

T2690 Risk Analytics

This document provides information about a course on Risk Analytics. The course is a 2-credit core course that deals with analytical methods for identifying and mitigating risk, with a focus on credit risk. The course content includes topics like defining risk metrics, common risk assessment tools, credit risk models, and validating credit rating models. The course includes both classroom lectures and laboratory sessions using statistical software. The learning outcome is to understand risk analytics and its applications. Students are evaluated through tests, a final practical exam using software, and case studies are also included.

Uploaded by

Siddhant Singh
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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SYMBIOSIS CENTRE FOR MANAGEMENT & HUMAN

RESOURCE DEVELOPEMENT
[Constituent ofSYMBIOSIS INTERNATIONAL UNIVERSITY (SIU)]
(Established under Section 3 of the UGC Act 1956, by notification No.F.9-12/2001 – U.3 of the Government of India)
====================================================================================
Course Name: Risk Analytics

Course Status: Core

Credits: 2
Course Description:This course deals with analytical methods in identifying &
mitigating risk with focus on credit risk.

.
Course Content:

  Topic Classroom Hrs Lab Hrs


1 Defining Risk Metrics 4  
Setting up data to assess
2 4  
risk
Common risk assessment
3 2  
tools
4 Credit risk models 2  
Drivers of credit risk
5 2  
analytics
Validating credit rating
6 2  
models
7 Calibrating risk models 2  
Credit risk modeling with
8   6
statistical software
9 Case studies   6
18 12
  Total
30

Method of Instruction:Classroom lectures and laboratory sessions

=====================================================================================
SYMBIOSIS CENTRE FOR MANAGEMENT & HUMAN
RESOURCE DEVELOPEMENT
[Constituent ofSYMBIOSIS INTERNATIONAL UNIVERSITY (SIU)]
(Established under Section 3 of the UGC Act 1956, by notification No.F.9-12/2001 – U.3 of the Government of India)
====================================================================================
Learning Outcomes: Understand risk analytics and its applications in real life
business environments.

Course Textbook:
References:

1) Risk Analytics: A Quantitative Guide, David Vose. Wiley, 3e, 2008


2) Risk Assessment and Decision Analysis with Bayesian Networks, Norman Fenton &
Martin Neil. CRC Press, 2012
3) Case studies conducted by Ma Foi Consultants, Bangalore.

Method of Evaluation:

Tests 3 tests of 20 marks each


Final Exam Practical exam using R/SPSS (40 marks)

=====================================================================================

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