Subject Details
Dept     : Management Studies
Sem      : 3
Regul    : 2023
Faculty : Ms. S. Pavithra Vanshi
phone  : NIL
E-mail  : cemba40
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Syllabus

UNIT
1
INTRODUCTION

Finance and accounting – meaning –Types of companies - Financial statement analysis – on the basis of materials used – on the basis of modus operandi – Comparing financial and nonfinancial listed companies performance.

UNIT
2
FINANCIAL SECURITIES ANALYTICS

Stock Investments – Securities Datasets and Visualization – Adjusting for stock splits – Securities Data Importing – Securities Data Cleansing- Securities Quoting - Capital Asset Pricing Model.

UNIT
3
FINANCIAL RISK ANALYTICS

Overview – Credit Risk Basics – Credit Risk Modelling – Market Risk Optimization - Credit Risk Modelling PD – Credit Risk Loss Distributions

UNIT
4
FINANCIAL MODELLING

Introduction – Best Practices – Types – Modelling of Income Statement, Balance Sheet and DCF using Spread Sheet

UNIT
5
CREDIT RISK ANALYSIS AND MODELLING

Traditional Credit Models – Altman Z Score – Credit Analysis and Modelling – Ways Out Analysis and Internal Ratings

Reference Book:

1 Gautam Mitra; Leela Mitra, “The Handbook of News Analytics in Finance”, John Wiley & Sons, 2020. (Unit I) 2 Vikas Raj, “Business Analytics and Financial Planning”, TV18 Broadcast Ltd, 2019. (Units - II, IV & V) 3 Johnathan Mun, “Applied Analytics - Project Economic and Financial Evaluation (Applied Cqrm Book)”, Iiper Press, 2020. (Units - III & V)

Text Book:

Mark J. Bennet and Dirk. L Hugen “Financial Analytics with R: Building a Laptop Laboratory for Data Science”, 2 nd Edition, Cambridge University Press, 2019.(Units - I, II, III, IV & V)