BX3133 - Financial Risk Management

This subject analyses the application of modern banking and finance theory to the process of management of complex commercial banking institutions and financial service organisations. Important financial risks are measured and evaluated including interest-rate risk, market risk, liquidity risk, and off-balance-sheet risk. Students develop techniques and applications to measure and manage these risks.

Learning Outcomes

• explore and evaluate the different types of risks to which financial services are exposed;
• compare, contrast and apply methods to measure and manage financial risks;
• evaluate the impact of capital regulations in an international setting and their implications for local markets;
• apply a framework to identify risks embedded in financial services firms.

Subject Assessment

• Written > Examination (centrally administered) - (50%) - Individual
• Written > Examination - In class - (20%) - Individual
• Written > Test/Quiz 1 - (30%) - Individual.

Note: Minor variations might occur due to the continuous Subject quality improvement process, and in case of minor variation(s) in assessment details, the Subject Outline represents the latest official information.