MAF704 - Treasury and Risk Management
Unit details
| Year | 2014 unit information |
|---|---|
| Enrolment modes: | Trimester 1: Burwood (Melbourne), Online |
| Credit point(s): | 1 |
| EFTSL value: | 0.125 |
| Unit chair: | B Li |
| Prerequisite: | MAA786 or MAF702 or MPF753 or MPT753 |
| Corequisite: | Nil For M778 students: MPF753 |
| Incompatible with: | Nil |
| Contact hours: | 1 x 3 hour seminar per week |
Note:You will need to access substantial learning resources and experiences in CloudDeakin (Deakin’s online learning environment). Compliance with the Standards in computing, connectivity and student capability are a condition on your enrolment. | |
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 rate risk management. The unit will also examine options, futures, swaps, forward rate agreements; credit derivatives and treasury performance.
Assessment
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
| Student Contribution Rate* | Student Contribution Rate** | Fee rate - Domestic Students | Fee rate - International students |
| $1260 | $1260 | $2875 | $3589 |
* Rate for all CSP students, except for those who commenced Education and Nursing units pre 2010
** Rate for CSP students who commenced Education and Nursing units pre 2010
Please note: Unit fees listed do not apply to Deakin Prime students.