FIN521 Corporate Treasury Management (8)
AbstractThis subject examines tools and techniques for the management of financial price risk. The subject examines the rationale for financial risk management, the dimensions of financial price risk (interest rate, currency and commodity price risk), and the pricing and application of derivative financial instruments used in the management of financial price risk. Assumed knowledge for this subject is equivalent to that covered in FIN516 and FIN530. |
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+ Subject Availability Modes and Location
Session 1 | Distance | Bathurst Campus |
Continuing students should consult the SAL for current offering details: FIN521
Where differences exist between the Handbook and the SAL, the SAL should be taken as containing the correct subject offering details.
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Subject informationDuration | Grading System | School: |
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One session | HD/FL | School of Accounting and Finance |
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Enrolment restrictionsPostgraduate Students only |
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Learning OutcomesUpon successful completion of this subject, students should:
- be able to demonstrate an understanding of the pricing and application of derivative financial instruments within the context of a corporate treasury; - be able to identify price risks and evaluate the most appropriate hedging strategies; - be able to demonstrate an understanding of the impact of treasury decisions within the framework of the entire corporate organisation. |
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SyllabusThe subject will cover the following topics: Introduction
Why manage financial price risk?
Risks in fixed interest securities
Yield curve mathematics
The Corporate Treasury
Functions
Strategy formulation
Performance measurement
Risk Management Instruments
Forward contracts
Futures
Options
Swaps
Financial Risk Management
Exposure identification
Assembling the financial building blocks
Risk management strategy
Interest rate risk and security design
Alternative approaches to interest rate risk management
Applications of risk management instruments
Managing foreign exchange risk
Case study |
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The information contained in the 2015 CSU Handbook was accurate at the date of publication: 01 October 2015. The University reserves the right to vary the information at any time without notice.