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Applied Risk Management (FNCE90082)
Graduate courseworkPoints: 12.5On Campus (Parkville)
To learn more, visit 2023 Course and subject delivery.
About this subject
- Overview
- Eligibility and requirements
- Assessment
- Dates and times
- Further information
- Timetable(opens in new window)
Contact information
Overview
Availability | Semester 1 Semester 2 |
---|---|
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
On successful completion of this subject, students should be able to:
- 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: 31 January 2024
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 2 (On Campus - Parkville)
Semester 1 (Dual-Delivery - Parkville)
|
12.5 |
ECON90033 | Quantitative Analysis of Finance I |
Semester 1 (On Campus - Parkville)
Semester 2 (On Campus - Parkville)
|
12.5 |
ECON90034 | Economics of Finance |
Semester 2 (On Campus - Parkville)
Semester 1 (On Campus - Parkville)
|
12.5 |
FNCE90047 | Financial Markets and Instruments |
Semester 2 (On Campus - Parkville)
Semester 1 (On Campus - 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: 31 January 2024
Assessment
Description | Timing | Percentage |
---|---|---|
Individual Project
| Week 8 | 30% |
Final Examination
| During the examination period | 70% |
Last updated: 31 January 2024
Dates & times
- Semester 1
Principal coordinator Steve Howard Mode of delivery On Campus (Parkville) Contact hours 1 x 3 hour lecture each week Total time commitment 170 hours Teaching period 27 February 2023 to 28 May 2023 Last self-enrol date 10 March 2023 Census date 31 March 2023 Last date to withdraw without fail 5 May 2023 Assessment period ends 23 June 2023 - Semester 2
Principal coordinator Steve Howard Mode of delivery On Campus (Parkville) Contact hours 1 x 3 hour lecture each week Total time commitment 170 hours Teaching period 24 July 2023 to 22 October 2023 Last self-enrol date 4 August 2023 Census date 31 August 2023 Last date to withdraw without fail 22 September 2023 Assessment period ends 17 November 2023
What do these dates mean
Visit this webpage to find out about these key dates, including how they impact on:
- Your tuition fees, academic transcript and statements.
- And for Commonwealth Supported students, your:
- Student Learning Entitlement. This applies to all students enrolled in a Commonwealth Supported Place (CSP).
Subjects withdrawn after the census date (including up to the ‘last day to withdraw without fail’) count toward the Student Learning Entitlement.
Last updated: 31 January 2024
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: 31 January 2024