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Applied Risk Management (FNCE90082)
Graduate courseworkPoints: 12.5Online and Dual-Delivery (Parkville)
Please refer to the return to campus page for more information on these delivery modes and students who can enrol in each mode based on their location.
About this subject
- Overview
- Eligibility and requirements
- Assessment
- Dates and times
- Further information
- Timetable(opens in new window)
Contact information
Overview
Availability | Semester 1 - Online Semester 2 - Dual-Delivery |
---|---|
Fees | Look up fees |
This subject examines the key concepts and methodologies used in the management of a variety of financial risks including price risk, quantity risk, interest rate risk, credit risk and currency risk. Topics include: exchange-traded and over-the-counter instruments used to manage risk, value-at-risk and related concepts, agency problems, financial engineering, security design, securitisation. There will be an extensive use of real-world cases throughout the course to illustrate both successful and unsuccessful risk management practices.
Intended learning outcomes
- Identify and explain key financial risks faced by corporations and other participants in financial markets.
- Understand and analyse the role of derivatives such as options, forwards, futures and swaps in managing risk.
- Apply financial engineering techniques to analyse and design innovative financial securities to manage risk
- Critically evaluate the risk in managing risk.
Generic skills
- Oral and written communication
- Problem solving
- Application of theory to practice
- Team work
- Critical thinking
- Evaluation of data
- Statistical Reasoning
Last updated: 3 November 2022
Eligibility and requirements
Prerequisites
Admission into one of the following:
- MC-FINANCE Master of Finance
- MC-FINENH Master of Finance (Enhanced)
AND
Note: the following subject/s can also be taken concurrently (at the same time):
All of
Code | Name | Teaching period | Credit Points |
---|---|---|---|
ACCT90002 | Financial Statement Analysis |
Semester 1 (Dual-Delivery - Parkville)
Semester 2 (Dual-Delivery - Parkville)
|
12.5 |
ECON90033 | Quantitative Analysis of Finance I |
Semester 2 (Dual-Delivery - Parkville)
Semester 1 (Online)
|
12.5 |
ECON90034 | Economics of Finance |
Semester 1 (Online)
Semester 2 (Dual-Delivery - Parkville)
|
12.5 |
FNCE90047 | Financial Markets and Instruments |
Semester 1 (Online)
Semester 2 (Dual-Delivery - Parkville)
|
12.5 |
Corequisites
None
Non-allowed subjects
None
Inherent requirements (core participation requirements)
The University of Melbourne is committed to providing students with reasonable adjustments to assessment and participation under the Disability Standards for Education (2005), and the Assessment and Results Policy (MPF1326). Students are expected to meet the core participation requirements for their course. These can be viewed under Entry and Participation Requirements for the course outlines in the Handbook.
Further details on how to seek academic adjustments can be found on the Student Equity and Disability Support website: http://services.unimelb.edu.au/student-equity/home
Last updated: 3 November 2022
Assessment
Description | Timing | Percentage |
---|---|---|
Individual Project
| Week 8 | 30% |
Final Examination
| During the examination period | 70% |
Last updated: 3 November 2022
Dates & times
- Semester 1 - Online
Principal coordinator Steve Howard Mode of delivery Online Contact hours 1 x 3 hour lecture each week Total time commitment 170 hours Teaching period 1 March 2021 to 30 May 2021 Last self-enrol date 12 March 2021 Census date 31 March 2021 Last date to withdraw without fail 7 May 2021 Assessment period ends 25 June 2021 - Semester 2 - Dual-Delivery
Principal coordinator Steve Howard Mode of delivery Dual-Delivery (Parkville) Contact hours 1 x 3 hour lecture each week Total time commitment 170 hours Teaching period 26 July 2021 to 24 October 2021 Last self-enrol date 6 August 2021 Census date 31 August 2021 Last date to withdraw without fail 24 September 2021 Assessment period ends 19 November 2021
Last updated: 3 November 2022
Further information
- Texts
Prescribed texts
There are no specifically prescribed or recommended texts for this subject.
- Available to Study Abroad and/or Study Exchange Students
This subject is available to students studying at the University from eligible overseas institutions on exchange and study abroad. Students are required to satisfy any listed requirements, such as pre- and co-requisites, for enrolment in the subject.
Last updated: 3 November 2022