Download - Final Examination
Final Examination
Quick Review
• Risk Definition • Three parameters for credit risk measurement
– Exposure at default (E)– The loss in the event of default (LIED) or severity (S)– The default probability (P)
• The calculation of EL and UL– E and S are fixed values– E and S are random variable
Quick Review
• Losses due default • Losses due to downgrade and default• Losses over multiple years
– Probability of grade migration (Table 18-1)– Three types of default probability: cumulative,
marginal and conditional
Quick Review
• Estimating the default probability– The z-score (accounting-based information) v
ersus the DD (market-based information)– The detail definition– The limitations– What is the power curve?
Quick Review
• Use certain tables to find the values of P, E and S
• Consider an illustrative example: – a A-rated firm from Food industry– One-year line of credit=100M with 40%
drawn-down percentage– Calculate the EL and UL– Calculate the MPL under a specific probability– Decide the economic capital
成功大學管理學院 AACSB 建議考題
• 什麼是 AACSB?AACSB 為國際商管學院認證組織,全名為Association to Advance Collegiate Schools of Business 。
• 什麼是教學多元評估 (Multiple Assessment)?教學多元評估 (Multiple Assessment) 是一種以結果 ( 目標 / 能力 ) 為導向的教學方式(Outcome-based Learning) 。目的在建立改善學生學習成效,及學習困難之回饋與輔導機制,以促進學生主動參與學習活動,達到深度學習 (Deep Learning) 的目標。
• 本院的五大核心能力 (Learning Goal)為何 ?– Goal 1 : Communication Skills (COMMU)– Goal 2 : Creative Problem Solving & Innovati
on (CPSI)– Goal 3 : Leadership Skills (LEAD)– Goal 4 : Global Awareness (GLOB)– Goal 5 : Values, Skills & Professionalism (V
SP)
• 本院的使命 (Mission)及願景 (Vision)各為何 ?– 本院的使命 (Mission) 如下:– 秉持務實的校風與傳統,在全球化的經濟中,以窮理致知、務實創新及邁向卓越之願景,培育學生成為具有社會責任感的管理專才及企業領袖。 (serve business and society in the glob
al economy through developing quality and socially responsible professional and business leaders.)
– 本院的願景 (Vision) 如下:– Become a leading business school in Asia-Pa
cific region through:• Truth and Knowledge ( 窮理致知 )• Pragmatism and Innovation ( 務實創新 )• Growth and Excellence ( 邁向卓越 )
• 會計系的使命 (Mission)及願景 (Vision)各為何 ?– 會計系的使命 (Mission) 如下:– Explore and advance theories and practices i
n accounting to cultivate competitive professionals with ethical integrity, innovative capabilities and an international perspective.
• 會計系的願景 (Vision) 如下:– PI3
– Professionalism– Integrity– Innovation– Internationalization