AFF4281

Institutional asset and liability management (6 points)

(BUS)

Leader: Mr Kevin Tant

Offered:
Caulfield Second semester 2003 (Evening)
Hong Kong Second semester 2003 (Off-campus)
Caulfield Second semester 2004 (Evening)
Hong Kong Second semester 2004 (Off-campus)

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%

Contact Hours: 3 hours per week