AFF4281

Institutional asset and liability management

(BUS)

Mr Kevin Tant

6 points + 3 hours per week + First, second semester + Caulfield

Synopsis: Topics include 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% + Examination (3 hours): 50%