6 points, SCA Band 2, 0.125 EFTSL
Undergraduate - Unit
Refer to the specific census and withdrawal dates for the semester(s) in which this unit is offered.
Department of Banking and Finance
Associate Professor Hassan Naqvi
- First semester 2019 (On-campus)
Major issues involved in the financial management of banks and other deposit-taking financial institutions. Topics include performance measurement; asset/liability management for liquidity risk, credit risk, interest rate risk; and regulation of depository institutions.
The learning goals associated with this unit are to:
- outline the major risks and related prudential requirements faced by banks and to assess factors to consider in managing these risks
- evaluate the various mathematical techniques available to manage interest rate risk including the maturity model, the duration model and the repricing model
- evaluate mathematical models in relation to managing credit risk for individual loans and to the loan portfolio
- identify suitable qualitative and quantitative indicators of financial institutions' performance
- distinguish the various sources of commercial and retail debt funding including liability management, and analyse how the current Australian banking system provides access to such funds
- sequence the Basel framework as used in Australia, but emanating from the Basel Committee at the global level
- be able to clearly and effectively communicate solutions, applying the knowledge in above areas, in a distinctly logical manner in relation to activities dealing with the management of financial institutions and demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered by BFC3170.
Within semester assessment: 40% + Examination: 60%
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