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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.

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Final Examination

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  1. Final Examination

  2. 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

  3. 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

  4. Quick Review • Estimating the default probability • The z-score (accounting-based information) versus the DD (market-based information) • The detail definition • The limitations • What is the power curve?

  5. 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

  6. 成功大學管理學院AACSB建議考題

  7. 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。

  8. 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。

  9. 本院的五大核心能力(Learning Goal)為何? • Goal 1：Communication Skills (COMMU) • Goal 2：Creative Problem Solving & Innovation (CPSI) • Goal 3：Leadership Skills (LEAD) • Goal 4：Global Awareness (GLOB) • Goal 5：Values, Skills & Professionalism (VSP)

  10. 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 global economy through developing quality and socially responsible professional and business leaders.)

  11. 本院的願景(Vision)如下： • Become a leading business school in Asia-Pacific region through: • Truth and Knowledge (窮理致知) • Pragmatism and Innovation (務實創新) • Growth and Excellence (邁向卓越)

  12. 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 in accounting to cultivate competitive professionals with ethical integrity, innovative capabilities and an international perspective.

  13. 會計系的願景(Vision)如下： • PI3 • Professionalism • Integrity • Innovation • Internationalization

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