FIN360 Treasury Risk Management (8)

This subject examines financial risk management within the context of a corporate treasury. The subject focuses on the rationale for risk management, the dimensions of corporate financial risk (interest rate, currency and commodity risk), and techniques for managing risk with emphasis on derivative financial instruments.

No offerings have been identified for this subject in 2020.

Where differences exist between the Handbook and the SAL, the SAL should be taken as containing the correct subject offering details.

Subject Information

Grading System

HD/FL

Duration

One session

School

School of Accounting and Finance

Assumed Knowledge
FIN221 and FIN230

Learning Outcomes

Upon successful completion of this subject, students should:
  • be able to demonstrate the conceptual understanding and technical skill necessary to identify, evaluate and manage corporate financial risk within the contemporary business environment;
  • be able to apply the techniques of corporate finance, investment analysis, and their knowledge of the workers of financial markets (gained in prerequisite subjects) to the management of corporate treasury operations.

Syllabus

This subject will cover the following topics:

Risks in fixed interest securities

Forward and futures markets

Options

Swaps

Exposure identification.

Interest rate risk and security design

Alternative approaches to interest rate risk management

Risk management applications

Risk management strategy

Value at risk

Indicative Assessment

The following table summarises the assessment tasks for the online offering of FIN360 in Session 2 2019. Please note this is a guide only. Assessment tasks are regularly updated and can also differ to suit the mode of study (online or on campus).

Item Number
Title
Value %
1
Assessment task 1: online test
5
2
Assessment task 2: assignment i
20
3
Assessment task 3: assignment ii
15
4
Assessment task 4: final exam
60

The information contained in the CSU Handbook was accurate at the date of publication: July 2020. The University reserves the right to vary the information at any time without notice.

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