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.

Readings

Resource TypeTitleResource RequirementAuthor and YearPublisher
ReadingsFinancial Institutions Management: A Modern PerspectivePrescribedLange, Saunders, Anderson, Thomson and Cornett2ND ED,MCGRAW HILL, 2007

Subject options

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Start date between: and    Key dates

Vietnam, 2014, Week 43-49, Day

Overview

Online enrolmentNo

Maximum enrolment sizeN/A

Enrolment information

Subject Instance Co-ordinatorBret Slade

Class requirements

Lecture Week: 43 - 49
One 3.0 hours lecture other recurrence from week 43 to week 49 and delivered via face-to-face.

Assessments

Assessment elementComments%
one 2.5-hour final test40
one 3,000 word research assignment and presentation10-minutes per student40
one class participation & one 1,000-word case study20