bua5rma risk management
RISK MANAGEMENT
BUA5RMA
2014
Credit points: 15
Subject outline
The tools and techniques of hedging interest and exchange rate risk are dealt with in this subject. It begins with an overview of the factors leading to the rise of risk management as a professional activity and academic discipline. Students examine background material such as the structure of money and bond markets and the determination and term structure of interest rates. This is followed by a survey of the product set, including forward and futures contracts, options and swaps. The financial risk management strategy is then discussed, including security design. Students will also have an opportunity to learn measurement and management of foreign exchange risk.
FacultyFaculty of Business, Economics and Law
Credit points15
Subject Co-ordinatorBret Slade
Available to Study Abroad StudentsYes
Subject year levelYear Level 5 - Masters
Exchange StudentsYes
Subject particulars
Subject rules
PrerequisitesN/A
Co-requisitesN/A
Incompatible subjectsN/A
Equivalent subjectsN/A
Special conditions The Department of Finance has an expectation of 80% attendance in all lectures. The University reserves the right to offer this subject in other modes including seminars, lectures, and block mode or modes using electronic technologies. When offered in different modes, assessment schemes may also be varied.
Learning resources
Readings
| Resource Type | Title | Resource Requirement | Author and Year | Publisher |
|---|---|---|---|---|
| Readings | Financial Institutions Management: A Modern Perspective | Prescribed | Lange, Saunders, Anderson, Thomson and Cornett | 2ND ED,MCGRAW HILL, 2007 |
Subject options
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Vietnam, 2014, Week 43-49, Day
Overview
Online enrolmentNo
Maximum enrolment sizeN/A
Enrolment information
Subject Instance Co-ordinatorBret Slade
Class requirements
LectureWeek: 43 - 49
One 3.0 hours lecture other recurrence from week 43 to week 49 and delivered via face-to-face.
Assessments
| Assessment element | Comments | % |
|---|---|---|
| one 2.5-hour final test | 40 | |
| one 3,000 word research assignment and presentation | 10-minutes per student | 40 |
| one class participation & one 1,000-word case study | 20 |