FICB253/FNNB253

GROUP ASSIGNMENT
INSTRUCTIONS
1. This is a group assignment.
2. You will be given a topic(s) to search for information.
 Credit Metrics (J.P. Morgan ,1997) – the market value model
 Credit Risk - the actuarial risk model
 Credit Portfolio View – the econometric model
 Stress Testing
 Scenario Testing
 Sensitivity testing

3. You can refer to internet for information search. Information can comes from articles,
journal or textbooks.
4. Your assignment should be at least four pages. Please provide proper references.
5. You need to submit your assignment together with PowerPoint presentation of your
topics.
6. Link will be provided later for you to submit your assignment.

DESCRIPTIONS: TOTAL MARKS

MARKS
Table of content 1 page
Introduction and Background Information 1-3 pages 10
Literature Review 3-5 pages 20
Conclusions 1pg 10
Bibliography/References 5
● Journals, articles, books and etc as a reference.
Appendix 5
● Attach all relevant data sources regarding the companies.

Please list your group's members name:

Group 1 (Credit Metrics (J.P. Morgan ,1997) – the market value model, Stress Testing)

1. Yuvan (BF0106133)

2. Naim (Bf0106537)

3. Teenash

4. Hakim

Group 2: (Credit Risk - the actuarial risk model , Scenario Testing)

1. Yohana

2. Siti Nurkhairun Nisaa

3. Puteri Bibi

4. Farah Noramiza

Group 3 : (Credit Portfolio View – the econometric model, Sensitivity testing)

1. Siti Nurfatihah binti Mohamed Sani

(BF0106852)

2. Muhammad Nurimran (BF0106790)

3. Yogashini Subramaniam

(BF0106796)

4. Umi Aisyah Binti Azahar (BF0106854)