Program Overview

FIN360 Treasury Risk Management

This subject examines financial risk management within the context of a corporate treasury. The subject focuses on the rationale for risk management, the dimensions of corporate financial risk (interest rate, currency and commodity risk), and techniques for managing risk with emphasis on derivative financial instruments.

Subject Information

Grading System

HD/FL

Duration

One session

School

School of Accounting and Finance

Assumed Knowledge

FIN221 and FIN230

Learning Outcomes

Upon successful completion of this subject, students should:

• be able to demonstrate the conceptual understanding and technical skill necessary to identify, evaluate and manage corporate financial risk within the contemporary business environment
• be able to apply the techniques of corporate finance, investment analysis, and their knowledge of the workers of financial markets (gained in prerequisite subjects) to the management of corporate treasury operations

Syllabus

This subject will cover the following topics:

• Risks in fixed interest securities
• Forward and futures markets
• Options
• Swaps
• Exposure identification
• Interest rate risk and security design
• Alternative approaches to interest rate risk management
• Risk management applications
• Risk management strategy
• Value at risk

Availability

Session 2 (60)

• Online
• Bathurst Campus Continuing students should consult the SAL for current offering details: FIN360. Where differences exist between the Handbook and the SAL, the SAL should be taken as containing the correct subject offering details.