MARKET RISK MANAGEMENT
Credit points: 15
Market risk is the risk of loss, or gain, arising from unexpected changes in the market price of assets, such as equity, debt and derivative securities and commodities, or the change in market rates, such as interest rates or exchange rates. In this subject students will examine how to measure the exposure of a firm or portfolio to market risk. Students will then examine strategies to manage the exposure of a firm or portfolio to market risk. This subject is one of three subjects which consider how to measure and manage a firm or portfolio's exposure to market, credit and operational risk, respectively. Taken together these three subjects form the specialisation which defines the Master of Finanial Analysis (Financial Risk Management) and aligns it to the curriculum of the leading globally recognised professional accreditation in financial risk management, the Financial Risk Manager (FRM) accreditation.
FacultyFaculty of Business, Economics and Law
Subject Co-ordinatorJing Zhao
Available to Study Abroad StudentsYes
Subject year levelYear Level 5 - Masters
Incompatible subjects FIN5FRM
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Melbourne, 2014, Semester 1, Day
Maximum enrolment sizeN/A
Subject Instance Co-ordinatorJing Zhao
One 2.0 hours lecture per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
One 1.0 hours tutorial per week on weekdays during the day from week 10 to week 22 and delivered via face-to-face.
|four 10-question tutorial quizzes||10|
|one 3-hour final examination||Hurdle requirement: Students must achieve at least 50% in the final examination as well as a total of 50% in the sum of the marks for all assessment tasks to pass the unit.||60|
|one 4,000-word assignment||30|