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MAF704 - Treasury and Risk Management

Unit details

Year2018 unit information
Enrolment modes:Trimester 1: Burwood (Melbourne), Cloud (online)
Credit point(s):1
EFTSL value:0.125
Unit chair:

Bob Li


MAA786 or MAF702 or MPF753 or MPT753
Prerequisite for M778 students: Nil

For M778 students: MPF753
Incompatible with: Nil
Contact hours:

Campus: 1 x 3 hour seminar per week

Cloud (Online): Online independent and collaborative learning activities including 3 scheduled online seminars


In this unit, students are provided with an overview of the treasury management function and the organisational structure of the treasury management function. Students also learn about risk, risk management models and foreign exchange-spot and forward markets-exchange rate determination; measuring foreign exchange risk; foreign exchange risk management - vanilla options, exotic options, futures; weather risk management; operational risk; review of interest rates and pricing of securities; measuring interest rate risk, duration and convexity models; interest rate risk management. The unit will also examine options, futures, swaps, forward rate agreements; credit derivatives and treasury performance.


Test - Cloud (Online) x 2, (each 10%) 20%

Written Assignment (group/2-4 students) 2000 words 20%

Examination 2 hours 60%

Hurdle requirement: achieve at least 50% of the marks available on the examination.

Unit Fee Information

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