units

BFF5280

Faculty of Business and Economics

18 September 2017 25 April 2024
Monash University

Postgraduate - Unit

This unit entry is for students who completed this unit in 2015 only. For students planning to study the unit, please refer to the unit indexes in the the current edition of the Handbook. If you have any queries contact the managing faculty for your course or area of study.

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6 points, SCA Band 3, 0.125 EFTSL

Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.

LevelPostgraduate
FacultyFaculty of Business and Economics
Organisational UnitDepartment of Banking and Finance
OfferedCaulfield First semester 2015 (Day)
Caulfield Second semester 2015 (Evening)

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.

Outcomes

The learning goals associated with this unit are to:

  1. develop critical skills in understanding, analysing and applying concepts and models such as VAR Model, RAROC Model, Z-score etc. which provide assistance for managing bank's assets and liability risks
  2. develop an understanding of the application of regulatory measures taken by Reserve bank of Australia , APRA and BIS for improvement of risk management in the banking industry
  3. explain the link between theory and real world situation in the areas of market risk, interest rate risks, foreign exchange risks, credit risks, liquidity risks and operation risk faced by banks
  4. develop writing and presentation skills by requiring the submission of group assignments relating to existing practices followed by the banks
  5. develop an ability to work independently by requiring presentation of tutorials answers relating to risk management by the financial institutions
  6. demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered by BFF5280.

Assessment

Within semester assessment: 50%
Examination: 50%

Workload requirements

Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.

See also Unit timetable information

Chief examiner(s)

Dr Shrimal Perera

Co-requisites

Students must be enrolled in course 0504, 2619, 3189, 3818, 3850 or 4412 to undertake this unit.

Prohibitions

AFF5280