Coronavirus (COVID-19) Update
Due to the Coronavirus (COVID-19) pandemic, any references to assessment tasks and on-campus delivery may no longer be up-to-date on this page.
Students should consult iLearn for revised unit information.
Find out more about the Coronavirus (COVID-19) and potential impacts on staff and students
Unit convenor and teaching staff |
Unit convenor and teaching staff
Unit Convenor
Lei Shi
Contact via 8478
4ER517
Refer to ilearn
Shane Magee
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Credit points |
Credit points
10
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Prerequisites |
Prerequisites
(AFIN252 or AFIN2052 or AFIN250 or AFIN2050) and (AFIN270 or AFIN2070 or STAT272 or STAT2372)
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Corequisites |
Corequisites
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Co-badged status |
Co-badged status
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Unit description |
Unit description
This unit examines optimal investments strategies with respect to risk and return; the role and characteristics of international financial markets and institutions; the pricing of various financial products and how they can be used for hedging. It builds econometric models based on financial variables and how these are utilised in managing market, credit and operational risks. Students are also introduced to advanced techniques in financial markets and risk management practices. |
Information about important academic dates including deadlines for withdrawing from units are available at https://www.mq.edu.au/study/calendar-of-dates
On successful completion of this unit, you will be able to:
Coronavirus (COVID-19) Update
Assessment details are no longer provided here as a result of changes due to the Coronavirus (COVID-19) pandemic.
Students should consult iLearn for revised unit information.
Find out more about the Coronavirus (COVID-19) and potential impacts on staff and students
It is the responsibility of students to view their marks for each within session assessment on iLearn within 20 working days of posting. If there are any discrepancies, students must contact the unit convenor immediately. Failure to do so will mean that queries received after the release of final results regarding assessment marks (not including the final exam mark) will not be addressed.
Assessment criteria for all assessment tasks will be provided on the unit iLearn site.
Coronavirus (COVID-19) Update
Any references to on-campus delivery below may no longer be relevant due to COVID-19.
Please check here for updated delivery information: https://ask.mq.edu.au/account/pub/display/unit_status
Required Text: | Hull, J. (2018) Risk management and Financial Institutions, 5th Edition, Wiley |
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Technology Used and Required: |
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Delivery Format and Other Details: |
Classes
Timetables All students are required to attend their timetabled classes. The timetable or classes can be found on the University website https://timetables.mq.edu.au/2020/ |
Coronavirus (COVID-19) Update
The unit schedule/topics and any references to on-campus delivery below may no longer be relevant due to COVID-19. Please consult iLearn for latest details, and check here for updated delivery information: https://ask.mq.edu.au/account/pub/display/unit_status
Week | Textbook chapters | Topic |
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1 | 1-6 | Introduction |
2 | 7-9 | Managing Market and Interest Rate Risk |
3 | 10, 11 | Volatility, Correlation and Copulas |
4 | 12, 13 | Value-at-Risk, Expected Shortfall and Historical Simulation |
5 | 13, 14 | Model-Building Approach to Value-at-Risk and Expected Shortfall |
6 | 15-18 | Regulation |
7 | 17, 19 | Credit Risk |
Mid session break | ||
8 | Class Test | |
9 | 20, 21 | CVA, DVA and Credit VaR |
10 | 22, 23 | Scenario Analysis, Stress Testing and Operational Risk |
11 | 24, 25 | Liquidity and Model Risk |
12 | 26-29 | Economic Capital, Enterprise Risk Management, Financial Innovation and Risk Management Mistakes to Avoid |
13 | Revision |
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Students seeking more policy resources can visit the Student Policy Gateway (https://students.mq.edu.au/support/study/student-policy-gateway). It is your one-stop-shop for the key policies you need to know about throughout your undergraduate student journey.
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Supplementary Exams
Information regarding supplementary exams, including dates, is available at: http://www.businessandeconomics.mq.edu.au/current_students/undergraduate/how_do_i/disruption_to_studies
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