MAF704 - Treasury and Risk Management
2021 unit information
|Enrolment modes:||Trimester 1: Burwood (Melbourne), Cloud (online)|
MAA786 or MAF702 or MPF753 or MPT753
|Corequisite:||For M778 students: MPF753|
Students will on average spend 150 hours over the teaching period undertaking the teaching, learning and assessment activities for this unit.
|Scheduled learning activities - campus||
1 x 3 hour seminar per week
|Scheduled learning activities - 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.
Hurdle requirement: achieve at least 50% of the marks available on the examination.
Unit Fee Information
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