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Unit details

MAF704 - Treasury and Risk Management

Note: You are seeing the 2012 view of this unit information. These details may no longer be current. [Go to the current version]
Enrolment modes:(B, X)
Credit point(s):1
Offerings: Trimester 1
EFTSL value: 0.125
Unit chair:R Vinning
Prerequisite:

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

Corequisite:Nil
For M778 students: MPF753
Incompatible with: Nil
Contact hours: 1 x 3 hour seminar per week

Note:

Online teaching methods require internet access. Please refer to the most current computer specifications.

Students interested in the Study Tour should contact the School for further information.

Content

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 risk rate management. The unit will also examine options, futures, swaps, forward rate agreements; credit derivatives and treasury performance.

Assessment

On-Campus Students

Test (Online) 10%, Written Assignment (Group/2-4 Students) 3000 words plus supporting information 30%, Examination 2 hours 60%, Hurdle requirement: achieve at least 50% of the marks available on the examination.

 

Study Tour Students

Written Assignment 1 1000-1500 words 10%, Written Assignment 2 2500 words 20%, Assignment (Critical Analysis of Site Visits) 10%, Examination 2 hours 60%, Hurdle requirement: achieve at least 50% of the marks available on the examination.


From Trimester 2, 2012:

Test (Online x2 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

Student Contribution Rate*Student Contribution Rate**Student Contribution Rate***Fee rate - Domestic Students Fee rate - International students
$1178$1178$1178$2675$3340

* Student contribution rate for Commonwealth Supported students who commenced studies from 2010
** Student contribution rate for Commonwealth Supported students who commenced studies from 2009
*** Student contribution rate for Commonwealth Supported students who commenced studies from 2008
Please note: Unit fees listed do not apply to Deakin Prime students.

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