AFF4281

Institutional asset and liability management ( 6 points, SCA Band 2, 0.125 EFTSL)

Leader: Mr Kevin Tant

Offered:
Hong Kong SA-02 2005 (Off-campus)
Caulfield Second semester 2005 (Evening)
Hong Kong Second semester 2005 (Off-campus)
Hong Kong Summer 2005 (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