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Applied Risk Management (FNCE90082)
Graduate courseworkPoints: 12.5On Campus (Parkville)
About this subject
- Overview
- Eligibility and requirements
- Assessment
- Dates and times
- Further information
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Contact information
Overview
Availability | Semester 1 Semester 2 |
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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