CORPFIN 3504 - Treasury and Financial Risk Management III

The course examines the process and instruments used in treasury management and their application in hedging risk and creating risk profiles. Topics: money market instruments and management including yield curve, convexity and price value of basis point, bond portfolio management, bond hedging and trading; derivatives including futures, interest rate swaps, currency swaps, credit derivatives; the management of market, credit, liquidity and operations risks, and computing the value of risk. These issues are examined from the view point of both financial and non-financial organisations.