Overview:
- Credits:
- 7.5
- Level:
- 4
- Semester:
- Spring
- Subject:
- Accountancy
- School:
- Business
- Coordinator:
- Dr Daniel Peng
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Curricular information is subject to change
Upon completion of this module participants should be able to
• Evaluate types of risk facing an organization and critically discuss ways of identifying, measuring and assessing the types of risk being faced and recommend appropriate responses;
• Explore the use of fundamental types of financial risk management instruments by firms and financial institutions and to critically discuss their purposes and relative importance;
• Evaluate risks in investment projects and changing capital structures in firms and recommend solutions for the financial risk of international operations.
• Apply a practical approach to implementing these instruments and models for valuation, risk management and financial engineering.
In particular, the module analyses the following:
• Operation and features of the instruments for managing interest rate risk;
• Operation and features of the instruments for managing currency risk;
• Theory and forecasting of exchange rates;
• Yield Curve Construction and Bond Mathematics;
• Value at Risk (VaR) and Conditional Value at Risk (Expected Shortfall);
• Principles of valuation of financial instruments for management and financial reporting purposes (IAS 39) and Basle III requirements.
Student Effort Type | Hours |
---|---|
Lectures | 24 |
Specified Learning Activities | 60 |
Autonomous Student Learning | 74 |
Total | 158 |
Not applicable to this module.
Description | Timing | Component Scale | % of Final Grade | ||
---|---|---|---|---|---|
Assignment: Individual Assignments | Throughout the Trimester | n/a | Graded | Yes | 30 |
Examination: End of Trimester Examination | 2 hour End of Trimester Exam | No | Graded | Yes | 30 |
Group Project: Case Study | Varies over the Trimester | n/a | Graded | Yes | 30 |
Attendance: Class Participation | Throughout the Trimester | n/a | Graded | No | 10 |
Resit In | Terminal Exam |
---|---|
Summer | Yes - 2 Hour |
• Feedback individually to students, post-assessment
• Group/class feedback, post-assessment
• Online automated feedback
Not yet recorded.