AFF4281

Institutional asset and liability management

Mr Kevin Tant

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

Objectives On successful completion of this subject students should be able to demonstrate an understanding of asset and liability management and its relationship to risk.

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%

Prescribed texts

To be advised