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FIN30090

Academic Year 2024/2025

Treasury and Risk Management (FIN30090)

Subject:
Finance
College:
Business
School:
Business
Level:
3 (Degree)
Credits:
5
Module Coordinator:
Dr Adrian Fernandez-Perez
Trimester:
Spring
Mode of Delivery:
On Campus
Internship Module:
No
How will I be graded?
Letter grades

Curricular information is subject to change.

This course deals with the ways in which risks are quantified and managed by financial institutions. Among the topics covered are the core fundamentals of derivative securities and the important role that they play in financial markets. Our primary focus will be to provide a very good understanding of the practical applications of risk management in financial markets using real world examples.

About this Module

Learning Outcomes:

• On completing this module, students will have an understanding of major Risk Management issues, and knowledge of the theory, valuation, and basic mathematics required for financial risk management.

• Students should be able to produce and interpret such quantities as Value at Risk (VaR) and Expected Shortfall.

• Students should be able to construct Hedge portfolios for managing financial risks.

• Students should have a firm grasp of the major historical failures in Institutional Risk Management.

Indicative Module Content:

• The ways in which risks are quantified and managed by financial institutions.
• Forwards, Futures, Swaps and Options
• Derivatives Mishaps.

Student Effort Hours:
Student Effort Type Hours
Lectures

24
Tutorial

12
Autonomous Student Learning

90
Total

126

Approaches to Teaching and Learning:
• Lectures
• Reading of Textbook and any other assigned materials
• Assignments
• Peer and Group Work

Requirements, Exclusions and Recommendations
Learning Recommendations:

To have passed a corporate finance examination with at least B+.


Module Requisites and Incompatibles
Incompatibles:
FIN30270 - Advanced Risk Management


 

Assessment Strategy Invalid Option
Description Timing Component Scale Must Pass Component % of Final Grade In Module Component Repeat Offered
Exam (In-person): The final end-of-trimester exam is worth 50%. The exam format will involve answering a mix of descriptive, theoretical, and mathematical exam questions. The exam will be a closed book final exam. End of trimester
Duration:
2 hr(s)
 Standard conversion grade scale 40% No
50
 No
Quizzes/Short Exercises: In class mid-term quiz on Week 7. Week 7 Standard conversion grade scale 40% No
25
 No
Group Work Assignment: Participation, Assignment, and Group Presentation Week 12 Standard conversion grade scale 40% No
25
 No

Carry forward of passed components Invalid Option
Yes
 

Resit In Terminal Exam
Summer Yes - 2 Hour
Please see Student Jargon Buster for more information about remediation types and timing. 

Feedback Strategy/Strategies

• Feedback individually to students, post-assessment

How will my Feedback be Delivered?

Feedback will be provided both oral and written and both in-class and out of class throughout the trimester.

The primary textbook is John Hull’s “Options Futures and Other Derivatives”, Global Edition. We will also use some chapters from John Hull's "Risk Management and Financial Institutions" (fifth edition). I will upload other Articles to Brightspace as necessary.

Name Role
Zhannur Issayev Tutor

Timetabling information is displayed only for guidance purposes, relates to the current Academic Year only and is subject to change.
Spring Lecture Offering 1 Week(s) - 20, 21, 22, 23, 24, 25, 26, 29, 30, 31, 32, 33 Tues 09:00 - 10:50
Spring Tutorial Offering 1 Week(s) - 20, 21, 22, 23, 24, 25, 26, 29, 30, 31, 32, 33 Thurs 14:00 - 14:50
Spring Tutorial Offering 3 Week(s) - 20, 21, 22, 23, 24, 25, 26, 29, 30, 31, 32, 33 Thurs 13:00 - 13:50
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