BFC5280 Institutional asset and liability management
Faculty of Business and Economics
BFC5280 Institutional asset and liability management is a level 5, 6-credit-point, postgraduate unit from the Faculty of Business and Economics, offered in 2021 in Semester 1 and Semester 2 at Clayton and Suzhou. It has no prerequisites.
- Credit points
- 6
- Offered in 2021
- Semester 1, Semester 2
- Clayton, Suzhou
- Assessment
- Exam 50%
- and 1 other task
- Workload
- 144 hours
- per semester
This is the 2021 handbook entry. See the 2024 entry.
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Requisites
Before BFC5280
No prerequisites or corequisites besides the enrolment rules below.
After BFC5280
No unit lists BFC5280 as a prerequisite in the 2021 handbook.
Enrolment rules
You must be enrolled in course B6003 or B6004 to undertake this unit.
Overview
Topics include managing interest rate risk; foreign exchange risk; liquidity risk and the cash flow cycle; credit risk; capital risk; debt and investment risk and managing the risk of derivative products.
Offerings in 2021
| Teaching period | Campus | Mode |
|---|---|---|
| First semester | Clayton | On campus |
| First semester | Suzhou | On campus |
| Second semester | Clayton | On campus |
Assessment
- Within semester assessment50%
- ExaminationThreshold hurdle50%
Learning outcomes
When you finish this unit, you should be able to:
- 1
examine regulatory measures taken by Reserve Bank of Australia (RBA), Australian Prudential Regulation Authority (APRA) and Bank for International Settlements (BIS) for improving bank risk management
- 2
develop critical skills in applying the BIS standardised and internal capital models utilised for assessing banks’ regulatory risk
- 3
reconcile theory and bank practice in the areas of interest rate risk, market risk, loan risk, loan portfolio risk, foreign exchange risk, liquidity risk and risks associated with financial derivatives
- 4
demonstrate in an individual summative assessment task the acquisition of a comprehensive understanding of the topics covered in BFC5280.
Workload and teaching
- Lectures24 hours
- Tutorials12 hours
- Teaching approachPeer assisted learning
- Teaching approachActive learning
Minimum total expected workload to achieve the learning outcomes for this unit is 144 hours per semester typically comprising a mixture of scheduled learning activities and independent study. Independent study may include associated readings, assessment and preparation for scheduled activities. The unit requires on average three/four hours of scheduled activities per week. Scheduled activities may include a combination of teacher directed learning, peer directed learning and online engagement.
Learning resources
Technology resources
The only Faculty approved calculators permitted in tests and examinations for all Australian campuses and locations is the HP10bII+ or Casio FX82 (any suffix).
Contacts
- Chief Examiners
- Dr Emdad Islam
Common questions
What are the prerequisites for BFC5280?
BFC5280 has no prerequisites, but enrolment rules apply.
When is BFC5280 offered?
In 2021, BFC5280 runs in Semester 1 and Semester 2 at Clayton and Suzhou.
How much work is BFC5280?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Does BFC5280 have an exam?
Yes. The exam is worth 50% of the final mark, alongside 1 other task.