BFF5280 Institutional asset and liability management
Faculty of Business and Economics
BFF5280 Institutional asset and liability management is a level 5, 6-credit-point, postgraduate unit from the Faculty of Business and Economics, offered in 2027 in Semester 1 and Semester 2 at Caulfield. It has no prerequisites.
- Credit points
- 6
- Offered in 2027
- Semester 1, Semester 2
- Caulfield
- Assessment
- No exam
- 2 tasks
- Workload
- 144 hours
- per semester
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Requisites
Before BFF5280
Prohibitions
You can't enrol if you have passed any of these.
After BFF5280
No unit lists BFF5280 as a prerequisite in the 2027 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 2027
| Teaching period | Campus | Mode |
|---|---|---|
| First semester | Caulfield | Flexible |
| Second semester | Caulfield | Flexible |
Assessment
- Exercise50%
- Quiz / Test50%
Assessment details may change. Please refer to the assessment information in Moodle closer to the start of the teaching period.
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 BFF5280.
Workload and teaching
- Seminars24 hours
- Tutorials12 hours
- Assessments-
- Teaching approachActive learning
- Teaching approachProblem-based 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.
This unit includes problem-based learning approaches, where you engage in research, integrate theory and practice and apply knowledge and skills to develop viable solutions in response to a problem or set of problems.
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
Technology resources
There may be an additional cost associated with purchasing a physical and/or virtual calculator. Specific details will be provided in the Learning Management System by commencement of Orientation week.
Contacts
- Chief Examiners
- Dr Emdad Islam
- Dr Nafisa Ovi
Common questions
What are the prerequisites for BFF5280?
BFF5280 has no prerequisites, but enrolment rules apply.
When is BFF5280 offered?
In 2027, BFF5280 runs in Semester 1 and Semester 2 at Caulfield.
How much work is BFF5280?
The handbook expects about 144 hours of study across the semester. No students have rated its difficulty yet.
Does BFF5280 have an exam?
No. BFF5280 has 2 assessment tasks and no exam.