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Area/Catalogue
BANK 5016

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Course Level
Postgraduate

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Offered Externally
Yes

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Course ID
101860

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Unit Value
4.5

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University-wide elective course
No

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Timetable/s
First Semester
(Study Period 2)
Course owner

Course owner
School of Commerce

Course aim

To provide students with a comprehensive introduction to the financial risks faced by financial, and non-financial organisations.

Course content

Risks faced by the financial institution: market risk, credit risk, operational risk, risks in the regulatory environment. Risk management frameworks, policies and implementation systems, in the financial and non-financial corporate sectors. Measuring financial risks and the implications of model risk for their measurement. Portfolio analysis and the measurement of risk. Measuring risks in detail: market risk and the VaR and CFaR approaches; credit risk, credit ratings and contingent claims; and actuarial approaches in insurance. The management of risks: banks, non-bank financial institutions and non-financial corporations. The future of risk management and the convergence of insurance risk management with financial risk management.

Textbook(s)

Crouhy, M, Galai, D, & Mark, R. 2014, The Essentials of Risk Management, 2nd Edition, McGraw-Hill, New York

Prerequisite(s)

Subject Area & Catalogue Number Course Name
Group 1
BUSS 5233 Corporate Finance
Group 2
BUSS 5249 Managerial Finance

Corequisite(s)

Nil

Teaching method

Component Duration
INTERNAL, CITY WEST
Preparatory 1 x 1 week
Seminar 3 hours x 10 weeks
EXTERNAL, CITY WEST, ONLINE
External 30 hours x NA

Note: These components may or may not be scheduled in every study period. Please refer to the timetable for further details.


Assessment

Task Length Weighting Duration
INTERNAL, CITY WEST
Risk Analysis and Management 2400 word equivalent 40% N/A
Examination N/A 60% 3 hours
EXTERNAL, CITY WEST, ONLINE
Risk Analysis and Management 2400 word equivalent 40% N/A
Examination N/A 60% 3 hours

Fees

EFTSL*: 0.125
Commonwealth Supported program (Band 3)
To determine the fee for this course as part of a Commonwealth Supported program, go to:
How to determine your Commonwealth Supported course fee. (Opens new window)

Fee-paying program for domestic and international students
International students and students undertaking this course as part of a postgraduate fee paying program must refer to the relevant program home page to determine the cost for undertaking this course.

Non-award enrolment
Non-award tuition fees are set by the Division offering the course. To determine the cost of this course, go to:
How to determine the relevant non award tuition fee. (Opens new window)

Not all courses are available on all of the above bases, and students must check to ensure that they are permitted to enrol in a particular course.

* Equivalent Full Time Study Load. Please note all EFTSL values are published and calculated at ten decimal places. Values are displayed to three decimal places for ease of interpretation

Course Coordinators

Degrees this course is offered in

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