Institutional asset and liability management
Mr Kevin Tant
6 points * 3 hours per week * First, second semester * Caulfield * Prerequisites: FIN5200, FIN5210, FIN5220 and FIN5230
Objectives On completion of this subject students will be able to demonstrate an understanding of asset and liability management and its relationship to risk.
Synopsis Managing interest rate risk; foreign exchange risk; liquidity risk and the cash flow cycle; credit risk; capital risk; debt and investment risk and managing the risk of derivative products.
Assessment Assignment and coursework: 50% * Final examination (3 hours): 50%