MAF704 - Treasury and Risk Management
|Year||2016 unit information|
|Enrolment modes:||Trimester 1: Burwood (Melbourne), Cloud (online)|
MAA786 or MAF702 or MPF753 or MPT753
For M778 students: MPF753
Campus: 1 x 3 hour seminar per week
Cloud (Online): Learning experiences are via CloudDeakin
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.