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 2024 in Semester 1 and Semester 2 at Clayton and Caulfield. It has no prerequisites.
- Credit points
- 6
- Offered in 2024
- Semester 1, Semester 2
- Clayton, Caulfield
- Assessment
- No exam
- 1 task
- Workload
- 144 hours
- per semester
The 2027 handbook has no page for BFC5280. This is its 2024 entry, the latest one.
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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 2024 handbook.
Enrolment rules
You must be enrolled in course B4001, B5001, B6003, B6004, B6039, B6043, B6048 or B6051 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 2024
| Teaching period | Campus | Mode |
|---|---|---|
| First semester | Clayton | Flexible |
| Second semester | Caulfield | Flexible |
Assessment
- Within semester assessment100%
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
- Seminars24 hours
- Tutorials12 hours
- 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. You are expected to complete all pre-class activities prior to your scheduled class, and post-class activities should be completed after your scheduled class. Learning activities may include a combination of teacher directed, peer directed and online engagement activities.
This unit engages you in actively applying your knowledge, skills and attributes in interactive, collaborative and reflective activities.
Learning resources
Required resources
Saunders, A., Cornett, M. M., and Erhemjamts, 0. (2021). Financial institutions management: A risk management approach (10th ed.). New York: McGraw-Hill Irwin
Contacts
- Chief Examiners
- Dr Emdad Islam
- Dr Nafisa Ovi
Common questions
What are the prerequisites for BFC5280?
BFC5280 has no prerequisites, but enrolment rules apply.
When is BFC5280 offered?
In 2024, BFC5280 runs in Semester 1 and Semester 2 at Clayton and Caulfield.
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?
No. BFC5280 has 1 assessment task and no exam.