The MSc Banking and Risk Project (New for 2013). What is the MSc Banking and
Risk Project? An opportunity to engage with an individual postgraduate student ...
The MSc Banking and Risk Project (New for 2013) What is the MSc Banking and Risk Project? An opportunity to engage with an individual postgraduate student on the MSc Banking and Risk programme, who will carry out a piece of research over a period of twelve weeks during the summer. This is an opportunity to suggest a piece of research and analysis that is useful for your organisation. Topics will be matched to one of our top-performing students, who be supervised by a faculty member of the Credit Research Centre at the University of Edinburgh, (http://www.businessschool.ed.ac.uk/crc/) This is the largest academic group, working on credit risk modelling, in the world. The project will result in a rigorous dissertation report, an executive summary and a presentation of findings. This is an ideal opportunity to engage with a knowledgeable student to carry out a project which you and your colleagues do not have time to undertake. What kinds of topics are suitable? We can consider topics covering any aspect of a bank’s business, especially in the areas of risk modelling and management or banking competition. Some examples of topics include:
statistical analyses of account level data for any type of product, for example: to explore possible methods of segmentation, reject inference, direct marking, loss given default, credit risk, profitability models for consumer products or loans to SMEs, dynamic risk models; operational risk analyses; estimation of sovereign risk models; a survey of the latest academic literature on a topic you have not had time to keep up with; an analysis of particular regulatory initiatives; an analysis of the profitability of banks and corporate governance; analyses of competition between banks; quantitative models for compensation practices; liquidity networks; an evaluation of ratings models; affordability, social lending, financial inclusion; responsible lending and responsible borrowing.
What is the profile of a typical Banking and Risk student? The MSc Banking and Risk programme attracts students with a degree in a quantitative subject or business management. Many have experience of working in a bank before they start the programme. All students will have a strong background in statistics and, as part of the MSc Programme, will have taken further courses in statistics, credit risk management (including estimating scoring models in SPSS), and risk management in banks. Many will have taken option courses in the Basel Accords, derivatives and investment management. What is the timescale involved ? Project proposals should be submitted to the Business School by the end of December, and we will get back to you to explore the possibilities. In early March the projects will be assigned to students who will meet with the client to draw up a research plan. During late May, June, July and August the project will be undertaken with a Report prepared for the end of August. Companies Submit Project Proposals Deadline end of January Final list of clients is confirmed Late January Project is matched to a student February Initial meeting arranged March The student carries out the research March-August Report and presentation delivered End of August
