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FIN360 Treasury Risk Management (8)

Abstract

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.

+ Subject Availability Modes and Location

Session 2
OnlineBathurst Campus
Continuing students should consult the SAL for current offering details: FIN360
Where differences exist between the Handbook and the SAL, the SAL should be taken as containing the correct subject offering details.

Subject information

Duration Grading System School:
One sessionHD/FLSchool 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

The 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

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The information contained in the 2018 CSU Handbook was accurate at the date of publication: 24 November 2017. The University reserves the right to vary the information at any time without notice.